Report NEP-FMK-2019-08-12

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:

• Thomas Delcey & Francesco Sergi, 2019, "The Efficient Market Hypothesis and Rational Expectations. How Did They Meet and Live (Happily?) Ever After," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-02187362, Jul.
• Calès, Ludovic & Chalkis, Apostolos & Emiris, Ioannis Z., 2019, "On the cross-sectional distribution of portfolio returns," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2019-11, Jul.
• Juan M. Londono & Nancy R. Xu, 2019, "Variance Risk Premium Components and International Stock Return Predictability," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1247, Jul, DOI: 10.17016/IFDP.2019.1247.
• Petr Koldanov, 2019, "Testing new property of elliptical model for stock returns distribution," Papers, arXiv.org, number 1907.10306, Jul.
• Dumitriu, Ramona & Stefanescu, Răzvan, 2019, "The extended Friday the 13th Effect in the US stock returns," MPRA Paper, University Library of Munich, Germany, number 95296, Jul, revised 22 Jul 2019.
• Anne Opschoor & André Lucas, 2019, "Observation-driven Models for Realized Variances and Overnight Returns," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-052/IV, Jul.
• Robert Czech, 2019, "Credit default swaps and corporate bond trading," Bank of England working papers, Bank of England, number 810, Jul.
• Fontana, Silvia Dalla & Holz auf der Heide, Marco & Pelizzon, Loriana & Scheicher, Martin, 2019, "The anatomy of the euro area interest rate swap market," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 255, DOI: 10.2139/ssrn.3431052.
• Zhenzhen Fan & Juan M. Londono & Xiao Xiao, 2019, "US Equity Tail Risk and Currency Risk Premia," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1253, Jul, DOI: 10.17016/IFDP.2019.1253.
• Item repec:spo:wpmain:info:hdl:2441/1j4v8sl4fc9a49ankmnhv6bb6a is not listed on IDEAS anymore

Report NEP-FMK-2019-08-12

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: