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Report NEP-FMK-2017-03-05
This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Erik Schlogl issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FMK
The following items were announced in this report:
- Praveen Kujal & Owen Powell, 2017, "Bubbles in Experimental Asset Markets," Working Papers, Chapman University, Economic Science Institute, number 17-01.
- José P. Dapena & Julian R. Siri, 2017, "Testing excess returns from passive options investment strategies," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 605, Jan.
- Kick, Heinrich, 2017, "Pricing of bonds and equity when the zero lower bound is relevant," Working Paper Series, European Central Bank, number 1992, Jan.
- Lo Duca, Marco & Adam, Tomáš, 2017, "Modeling euro area bond yields using a time-varying factor model," Working Paper Series, European Central Bank, number 2012, Feb.
- Huai-Long Shi & Wei-Xing Zhou, 2017, "Time series momentum and contrarian effects in the Chinese stock market," Papers, arXiv.org, number 1702.07374, Feb.
- Chong, Terence Tai-Leung & Cao, Bingqing & Wong, Wing Keung, 2017, "A Principal Component Approach to Measuring Investor Sentiment in Hong Kong," MPRA Paper, University Library of Munich, Germany, number 77147, Feb.