Report NEP-FMK-2013-04-27

This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.

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Other reports in NEP-FMK

The following items were announced in this report:

• Casey, Eddie & O'Toole, Conor, 2013. "Bank-lending constraints and alternative financing during the financial crisis: Evidence from European SMEs," Papers WP450, Economic and Social Research Institute (ESRI).
• A. Gareche & G. Disdier & J. Kockelkoren & J. -P. Bouchaud, 2013. "A Fokker-Planck description for the queue dynamics of large tick stocks," Papers 1304.6819, arXiv.org.
• Tetsuya Takaishi & Ting Ting Chen & Zeyu Zheng, 2013. "Analysis of Realized Volatility in Two Trading Sessions of the Japanese Stock Market," Papers 1304.6006, arXiv.org.
• Ariadna Dumitrescu & Javier Gil-Bazo, 2012. "Market Frictions, Investor Sophistication and Persistence in Mutual Fund Performance," ESADE Working Papers 2013-1, ESADE Business School, Group for Research in Economics and Finance (GREF), revised Mar 2013.
• Nicolas Privault & Timothy Robin Teng, 2013. "Hedging in bond markets by the Clark-Ocone formula," Papers 1304.6165, arXiv.org.
• Gerlach, Petra, 2013. "Euro area CDS spreads in the crisis: The role of open market operations and contagion," Papers WP449, Economic and Social Research Institute (ESRI).