Printed from https://ideas.repec.org/n/nep-fmk/2019-01-28.html
Report NEP-FMK-2019-01-28
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:
- Turan G. Bali & Florian Weigert, 2018, "Have Hedge Funds Solved the Idiosyncratic Volatility Puzzle?," Working Papers on Finance, University of St. Gallen, School of Finance, number 1827, Dec.
- Vikas Agarwal & Stefan Ruenzi & Florian Weigert, 2018, "Unobserved Performance of Hedge Funds," Working Papers on Finance, University of St. Gallen, School of Finance, number 1825, Dec.
- Virginie Coudert & Dilyara Salakhova, 2019, "Price effect of mutual fund flows on the corporate bond market. The French case," Working papers, Banque de France, number 706.
- Eduardo Dávila & Cecilia Parlatore, 2019, "Volatility and Informativeness," NBER Working Papers, National Bureau of Economic Research, Inc, number 25433, Jan.
- Item repec:imf:imfwpa:18/274 is not listed on IDEAS anymore
- Item repec:kob:dpaper:dp2019-01 is not listed on IDEAS anymore
- Uri Carl & Anthony M. Diercks, 2019, "A Simple Macro-Finance Measure of Risk Premia in Fed Funds Futures," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2019-01-08, Jan, DOI: 10.17016/2380-7172.2305.
- Inês Goncalves Raposo & Alexander Lehmann, 2019, "Equity finance and capital market integration in Europe," Bruegel Policy Contributions, Bruegel, number 29149, Jan.
- Angelo Ranaldo & Paolo Santucci de Magistris, 2018, "Trading Volume, Illiquidity and Commonalities in FX Markets," Working Papers on Finance, University of St. Gallen, School of Finance, number 1823, Nov, revised Oct 2019.
- Item repec:imf:imfwpa:18/253 is not listed on IDEAS anymore