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Report NEP-FMK-2018-04-16
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:
- Aviral Kumar Tiwari & Goodness C. Aye & Rangan Gupta, 2018, "Stock Market Efficiency Analysis using Long Spans of Data: A Multifractal Detrended Fluctuation Approach," Working Papers, University of Pretoria, Department of Economics, number 201824, Apr.
- Zhiguo He & Arvind Krishnamurthy, 2018, "Intermediary Asset Pricing and the Financial Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 24415, Mar.
- Jo~ao Pedro Rodrigues do Carmo, 2018, "Modeling stock markets through the reconstruction of market processes," Papers, arXiv.org, number 1803.06653, Mar.
- Adrian Fernandez-Perez & Bart Frijns & Ana-Maria Fuertes & Joelle Miffre, 2018, "The skewness of commodity futures returns," Post-Print, HAL, number hal-01678744, DOI: 10.1016/j.jbankfin.2017.06.015.
- Igor Rivin, 2018, "Fear Universality and Doubt in Asset price movements," Papers, arXiv.org, number 1803.07138, Mar.
- Bershadskii, Alexander, 2018, "Stock market activity and hormonal cycles," MPRA Paper, University Library of Munich, Germany, number 85298, Mar.
- G'abor Petneh'azi & J'ozsef G'all, 2018, "Exploring the predictability of range-based volatility estimators using RNNs," Papers, arXiv.org, number 1803.07152, Mar.
- Michele Manna & Stefano Nobili, 2018, "Banks' holdings of and trading in government bonds," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1166, Mar.
- Sinazo Guduza & Andrew Phiri, 2017, "Efficient market hypothesis: Evidence from the JSE equity and bond markets," Working Papers, Department of Economics, Nelson Mandela University, number 1718, Dec, revised Dec 2017.
- Charu Sharma & Amber Habib & Sunil Bowry, 2018, "Cluster analysis of stocks using price movements of high frequency data from National Stock Exchange," Papers, arXiv.org, number 1803.09514, Mar.