Report NEP-FMK-2018-01-29
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:
- Mert Demirer & Umut Gokcen & Kamil Yilmaz, 2018, "Financial Sector Volatility Connectedness and Equity Returns," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1803, Jan.
- Becker, Janis & Leschinski, Christian, 2018, "Directional Predictability of Daily Stock Returns," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-624, Jan.
- Ali Hortaçsu & Jakub Kastl & Allen Zhang, 2017, "Bid Shading and Bidder Surplus in the U.S. Treasury Auction System," NBER Working Papers, National Bureau of Economic Research, Inc, number 24024, Nov.
- Manh Ha Nguyen & Olivier Darné, 2018, "Forecasting and risk management in the Vietnam Stock Exchange," Working Papers, HAL, number halshs-01679456, Jan.
Printed from https://ideas.repec.org/n/nep-fmk/2018-01-29.html