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Report NEP-FMK-2020-04-13
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:
- Eugene Tartakovsky & Ksenia Plesovskikh & Anastasiia Sarmakeeva & Alexander Bibik, 2020, "Autocorrelation of returns in major cryptocurrency markets," Papers, arXiv.org, number 2003.13517, Mar, revised Mar 2020.
- John Hua & Adrian Fernandez-Perez & Ana-Maria Fuertes & Joelle Miffre, 2020, "Speculative Pressure," Post-Print, HAL, number hal-02500777, Apr.
- Avishek Bhandari, 2020, "A wavelet analysis of inter-dependence, contagion and long memory among global equity markets," Papers, arXiv.org, number 2003.14110, Mar.
- Richhild Moessner & William Anthony Allen, 2020, "The Fed's enhanced swap lines and new interventions in the Treasury market," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 513, Mar.
- Mike Derksen & Bas Kleijn & Robin de Vilder, 2020, "Effects of MiFID II on stock price formation," Papers, arXiv.org, number 2003.10353, Mar, revised Aug 2020.
- Yuliia Puzanova & M. Hakan Eratalay, 2020, "Effect Of Real Estate News Sentiment On The Stock Returns Of Swedbank And Seb Bank," University of Tartu - Faculty of Economics and Business Administration Working Paper Series, Faculty of Economics and Business Administration, University of Tartu (Estonia), number 122.
- Neifar, Malika, 2020, "Stock Market Volatility Analysis: A Case Study of TUNindex," MPRA Paper, University Library of Munich, Germany, number 99140, Mar.
- Yaya, OlaOluwa S & Adekoya, Oluwasegun B. & Adesiyan, Femi, 2020, "The Persistence of Stock Market Returns during the Presidential elections in Nigeria," MPRA Paper, University Library of Munich, Germany, number 99390, Mar.