Report NEP-FMK-2018-01-22

This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.

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Other reports in NEP-FMK

The following items were announced in this report:

• Zhiyuan Liu & M. Dashti Moghaddam & R. A. Serota, 2017. "Distributions of Historic Market Data - Stock Returns," Papers 1711.11003, arXiv.org, revised Dec 2017.
• Amélie Charles & Olivier Darné & Jae H Kim, 2017. "International Stock Return Predictability: Evidence from New Statistical Tests," Post-Print hal-01626101, HAL.
• Linton, O. & Mahmoodzadeh, S., 2018. "Implications of High-Frequency Trading for Security Markets," Cambridge Working Papers in Economics 1802, Faculty of Economics, University of Cambridge.
• Foad Shokrollahi, 2017. "Valuation of equity warrants for uncertain financial market," Papers 1711.08356, arXiv.org, revised Nov 2017.
• Trabelsi, Mohamed Ali & Hmida, Salma, 2017. "A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets," MPRA Paper 83718, University Library of Munich, Germany, revised 2017.