Report NEP-FMK-2013-10-02

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:

• Dimitrios P. Louzis, 2013. "Measuring return and volatility spillovers in euro area financial markets," Working Papers 154, Bank of Greece.
• Carl Chiarella & Boda Kang & Christina Sklibosios Nikitopoulos & Thuy-Duong To, 2013. "The Return-Volatility Relation in Commodity Futures Markets," Research Paper Series 336, Quantitative Finance Research Centre, University of Technology, Sydney.
• Yanshan Wang, 2013. "Stock price direction prediction by directly using prices data: an empirical study on the KOSPI and HSI," Papers 1309.7119, arXiv.org, revised Jan 2017.
• Agarwalla, Sobhesh Kumar & Jacob, Joshy & Varma, Jayanth R., 2013. "Four Factor Model in Indian Equities Market," IIMA Working Papers WP2013-09-05, Indian Institute of Management Ahmedabad, Research and Publication Department.