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Report NEP-FMK-2018-11-12
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:
- Ricardo T. Fernholz & Caleb Stroup, 2018, "Asset Price Distributions and Efficient Markets," Papers, arXiv.org, number 1810.12840, Oct.
- Ymir Makinen & Juho Kanniainen & Moncef Gabbouj & Alexandros Iosifidis, 2018, "Forecasting of Jump Arrivals in Stock Prices: New Attention-based Network Architecture using Limit Order Book Data," Papers, arXiv.org, number 1810.10845, Oct.
- Valentina Galvani & Lifang Li, 2018, "Asymmetric Information, Predictability and Momentum in the Corporate Bond Market," Working Papers, University of Alberta, Department of Economics, number 2018-17, Nov.
- Constantino Hevia & Martin Sola, 2018, "Bond risk premia and restrictions on risk prices," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2018_03, Oct.
- Agustin Gutierrez & Constantino Hevia & Martin Sola, 2018, "Bond Risk Premia and the ”Return Forecasting Factor”," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2018_04, Oct.
- Valentina Galvani & Lifang Li, 2018, "The Momentum Effect for Canadian Corporate Bonds," Working Papers, University of Alberta, Department of Economics, number 2018-16, Nov.