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Report NEP-FMK-2018-09-03
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:
- Makoto Nirei & John Stachurski & Koichiro Takaoka & Tsutomu Watanabe, 2018, "Herding and Power Laws in Financial Markets," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-434, May.
- Gino Cenedese & Angelo Ranaldo & Michalis Vasios, 2018, "OTC premia," Bank of England working papers, Bank of England, number 751, Aug.
- Riza Demirer & Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2018, "Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 201846, Jul.
- Elisa Al`os & David Garc'ia-Lorite & Aitor Muguruza, 2018, "On smile properties of volatility derivatives and exotic products: understanding the VIX skew," Papers, arXiv.org, number 1808.03610, Aug.
- Marcin Kacperczyk & Savitar Sundaresan & Tianyu Wang, 2018, "Do Foreign Investors Improve Market Efficiency?," NBER Working Papers, National Bureau of Economic Research, Inc, number 24765, Jun.
- Rischen, Tobias & Theissen, Erik, 2018, "Underpricing in the euro area corporate bond market: New evidence from post-crisis regulation and quantitative easing," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 18-03.
- Sophie Moinas & Minh Nguyen & Giorgio Valente, 2018, "Funding Constraints and Market Illiquidity in the European Treasury Bond Market," EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 13.