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Report NEP-FMK-2018-11-19
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:
- Marcello Pericoli, 2018, "Macroeconomics determinants of the correlation between stocks and bonds," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1198, Nov.
- Adam, Klaus & Nagel, Stefan & Matveev, Dmitry, 2018, "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13213, Oct.
- Chang, C-L. & Ilomäki, J. & Laurila, H. & McAleer, M.J., 2018, "Long Run Returns Predictability and Volatility with Moving Averages," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-39, Sep.
- Ellie Birbeck & Dave Cliff, 2018, "Using Stock Prices as Ground Truth in Sentiment Analysis to Generate Profitable Trading Signals," Papers, arXiv.org, number 1811.02886, Nov.
- Item repec:gii:giihei:heidwp13-2018 is not listed on IDEAS anymore
- Arthur le Calvez & Dave Cliff, 2018, "Deep Learning can Replicate Adaptive Traders in a Limit-Order-Book Financial Market," Papers, arXiv.org, number 1811.02880, Nov.
- Tanya Ara'ujo & Maximilian Gobel, 2018, "Reframing the S\&P500 Network of Stocks along the \nth{21} Century," Papers, arXiv.org, number 1811.03092, Nov, revised Dec 2018.
- Singh, Ritvik & Gangwar, Rachna, 2018, "A Temporal Analysis of Intraday Volatility of Nifty Futures on the National Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 89689, Sep.
- M. Hakan Eratalay; Evgenii V. Vladimirov, 2018, "Mapping The Stocks In Micex: Who Is Central To The Moscow Stock Exchange?," University of Tartu - Faculty of Economics and Business Administration Working Paper Series, Faculty of Economics and Business Administration, University of Tartu (Estonia), number 111.