Report NEP-FMK-2018-10-22

This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon.

Other reports in NEP-FMK

The following items were announced in this report:

• Rahul Roy & Santhakumar Shijin, 2018. "A six-factor asset pricing model," Post-Print hal-01878923, HAL.
• Jiangze Bian & Zhiguo He & Kelly Shue & Hao Zhou, 2018. "Leverage-Induced Fire Sales and Stock Market Crashes," NBER Working Papers 25040, National Bureau of Economic Research, Inc.
• Amy Lorenc & Jeffery Y. Zhang, 2018. "The Differential Impact of Bank Size on Systemic Risk," Finance and Economics Discussion Series 2018-066, Board of Governors of the Federal Reserve System (U.S.).
• Sébastien Duchêne & Eric Guerci & Nobuyuki Hanaki & Charles N. Noussair, 2018. "The effect of short selling and borrowing on market prices and traders’ behavior," CEE-M Working Papers 18-18, CEE-M, Universitiy of Montpellier, CNRS, INRA, Montpellier SupAgro.
• Jamal Bouoiyour & Refk Selmi & Aviral Kumar Tiwari & Olaolu Richard Olayeni, 2015. "What Determines Bitcoin’s Value?," Working Papers hal-01880330, HAL.