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Report NEP-FMK-2018-11-05
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:
- Avraam Tsantekidis & Nikolaos Passalis & Anastasios Tefas & Juho Kanniainen & Moncef Gabbouj & Alexandros Iosifidis, 2018, "Using Deep Learning for price prediction by exploiting stationary limit order book features," Papers, arXiv.org, number 1810.09965, Oct.
- Moritz Wagner & John Byong-Tek Lee & Dimitris Margaritis, 2018, "Mutual Fund Flows and Seasonalities in Stock Returns," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 18/17, Oct.
- Tereza Palanska, 2018, "Measurement of Volatility Spillovers and Asymmetric Connectedness on Commodity and Equity Markets," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2018/27, Oct, revised Oct 2018.
- Abbassi, Puriya & Bräuning, Falk, 2018, "The pricing of FX forward contracts: Micro evidence from banks' dollar hedging," Discussion Papers, Deutsche Bundesbank, number 42/2018.
- Jordan Brooks & Michael Katz & Hanno Lustig, 2018, "Post-FOMC Announcement Drift in U.S. Bond Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 25127, Oct.
- Brian F. Tivnan & David Slater & James R. Thompson & Tobin A. Bergen-Hill & Carl D. Burke & Shaun M. Brady & Matthew T. K. Koehler & Matthew T. McMahon & Brendan F. Tivnan & Jason Veneman, 2018, "Price Discovery and the Accuracy of Consolidated Data Feeds in the U.S. Equity Markets," Papers, arXiv.org, number 1810.11091, Oct.
- Singh, Ritvik & Gangwar, Rachna, 2018, "A Temporal Analysis of Intraday Volatility of Nifty Futures on the National Stock Exchange," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 183471.
- I. Koetsier & J.A. Bikker, 2018, "Herding behavior of Dutch pension funds in asset class investments," Working Papers, Utrecht School of Economics, number 18-04.