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Report NEP-FMK-2019-06-17
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:
- Kee-Hong Bae & Utpal Bhattacharya & Jisok Kang & S. Ghon Rhee, 2019, "Nominal Stock Price Anchors: A Global Phenomenon?," HKUST IEMS Working Paper Series, HKUST Institute for Emerging Market Studies, number 2019-64, May, revised May 2019.
- Pagano, Marco & Sánchez Serrano, Antonio & Zechner, Jozef, 2019, "Can ETFs contribute to systemic risk?," Report of the Advisory Scientific Committee, European Systemic Risk Board, number 9, Jun.
- Shanka Subhra Mondal & Sharada Prasanna Mohanty & Benjamin Harlander & Mehmet Koseoglu & Lance Rane & Kirill Romanov & Wei-Kai Liu & Pranoot Hatwar & Marcel Salathe & Joe Byrum, 2019, "Investment Ranking Challenge: Identifying the best performing stocks based on their semi-annual returns," Papers, arXiv.org, number 1906.08636, Jun.
- M. Dashti Moghaddam & Jiong Liu & R. A. Serota, 2019, "Implied and Realized Volatility: A Study of Distributions and the Distribution of Difference," Papers, arXiv.org, number 1906.02306, Jun.
- Mathias Barkhagen & Brian Fleming & Sergio Garcia Quiles & Jacek Gondzio & Joerg Kalcsics & Jens Kroeske & Sotirios Sabanis & Arne Staal, 2019, "Optimising portfolio diversification and dimensionality," Papers, arXiv.org, number 1906.00920, Jun, revised Sep 2019.
- Bonga, Wellington Garikai, 2019, "Stock Market Volatility Analysis using GARCH Family Models: Evidence from Zimbabwe Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 94201, May.
- Raddant, Matthias & Takahashi, Hiroshi, 2019, "The Japanese corporate board network," Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel), number 2130.