Printed from https://ideas.repec.org/n/nep-fmk/2018-04-02.html
Report NEP-FMK-2018-04-02
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:
- Buss, Adrian & Vilkov, Grigory & ,, 2018, "Expected Correlation and Future Market Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12760, Dec.
- Yong Jiang & Zhongbao Zhou, 2018, "Does the time horizon of the return predictive effect of investor sentiment vary with stock characteristics? A Granger causality analysis in the frequency domain," Papers, arXiv.org, number 1803.02962, Mar.
- Rui Fan & Oleksandr Talavera & Vu Tran, 2018, "Social media bots and stock markets," Working Papers, Swansea University, School of Management, number 2018-30, Mar.
- Item repec:hal:wpaper:hal-01710398 is not listed on IDEAS anymore
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Tommaso Trani, 2018, "Brexit and Uncertainty in Financial Markets," CESifo Working Paper Series, CESifo, number 6874.
- Helmut Lütkepohl & Aleksei Netsunajev, 2018, "The Relation between Monetary Policy and the Stock Market in Europe," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1729.
- Marie-Eliette Dury & Bing Xiao, 2018, "Forecasting the Volatility of the Chinese Gold Market by ARCH Family Models and extension to Stable Models," Working Papers, HAL, number hal-01709321, Feb.