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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. 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:
- Zhiyuan Liu & M. Dashti Moghaddam & R. A. Serota, 2017, "Distributions of Historic Market Data - Stock Returns," Papers, arXiv.org, number 1711.11003, Nov, revised Dec 2017.
- Amélie Charles & Olivier Darné & Jae H Kim, 2017, "International Stock Return Predictability: Evidence from New Statistical Tests," Post-Print, HAL, number hal-01626101, Oct, DOI: 10.1016/j.irfa.2016.06.005.
- Linton, O. & Mahmoodzadeh, S., 2018, "Implications of High-Frequency Trading for Security Markets," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1802, Jan.
- Foad Shokrollahi, 2017, "Valuation of equity warrants for uncertain financial market," Papers, arXiv.org, number 1711.08356, Nov, revised Nov 2017.
- Trabelsi, Mohamed Ali & Hmida, Salma, 2017, "A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets," MPRA Paper, University Library of Munich, Germany, number 83718, revised 2017.