Printed from https://ideas.repec.org/n/nep-fmk/2017-12-11.html
Report NEP-FMK-2017-12-11
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:
- Schürhoff, Norman & Hendershott, Terrence & Livdan, Dmitry & Li, Dan, 2017, "Relationship Trading in OTC Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12472, Nov.
- Simon Clinet & Yoann Potiron, 2017, "Estimation for high-frequency data under parametric market microstructure noise," Papers, arXiv.org, number 1712.01479, Dec, revised Sep 2020.
- Eugster, Nicolas & Isakov, Dusan, 2017, "Founding family ownership,stock market returns, and agency problems," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 490, Nov.
- Emese Lazar & Ning Zhang, 2017, "Model Risk of Expected Shortfall," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2017-10, Nov.
- Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2017, "Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains," Working Papers, University of Pretoria, Department of Economics, number 201780, Dec.
- Stijn Claessens & M Ayhan Kose, 2017, "Asset prices and macroeconomic outcomes: a survey," BIS Working Papers, Bank for International Settlements, number 676, Nov.
- Sergey Chernenko & Josh Lerner & Yao Zeng, 2017, "Mutual Funds as Venture Capitalists? Evidence from Unicorns," NBER Working Papers, National Bureau of Economic Research, Inc, number 23981, Oct.