Printed from https://ideas.repec.org/n/nep-fmk/2019-01-14.html
Report NEP-FMK-2019-01-14
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:
- Reaz Chowdhury & M. R. C. Mahdy & Tanisha Nourin Alam & Golam Dastegir Al Quaderi, 2018, "Predicting the Stock Price of Frontier Markets Using Modified Black-Scholes Option Pricing Model and Machine Learning," Papers, arXiv.org, number 1812.10619, Dec.
- Marcelo Sardelich & Suresh Manandhar, 2018, "Multimodal deep learning for short-term stock volatility prediction," Papers, arXiv.org, number 1812.10479, Dec.
- Deng, Xiaohu & Gao, Lei, 2018, "Annual report "Graphicity" and stock returns," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2018-08.
- Ferikawita M. Sembiring, 2018, "Three-Factor and Five-Factor Models: Implementation of Fama and French Model on Market Overreaction Conditions," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr150, Dec.
- A. Talha Yalta & Yasemin Yalta, 2018, "Are the Credit Rating Agencies Biased Against MENA Countries?," Working Papers, Economic Research Forum, number 1274, Dec, revised 19 Dec 2018.
- Soohyon Kim, 2018, "Determinants of Capital Flows in the Korean Bond Market," Working Papers, Economic Research Institute, Bank of Korea, number 2018-44, Dec.
- Prince T. Medina, 2018, "Equity Analysis in Buying Company Shares on the Philippine Stock Exchange," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr148, Dec.
- Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir, 2018, "Dynamic return and volatility spillovers among S&P 500, crude oil and gold," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-46.
- Lassaâd Mbarek & Hardik A. Marfatia & Sonja Juko, 2018, "Time-varying Response of Treasury Yields to Monetary Policy Shocks: Evidence from the Tunisian Bond Market," Working Papers, Economic Research Forum, number 1243, Oct, revised 23 Oct 2018.