Report NEP-FMK-2015-01-14

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:

• Matti Keloharju & Juhani T. Linnainmaa & Peter Nyberg, 2014. "Common Factors in Return Seasonalities," NBER Working Papers 20815, National Bureau of Economic Research, Inc.
• Hajime Tomura, 2014. "Investment Horizon and Repo in the Over-the-Counter Market," UTokyo Price Project Working Paper Series 037, University of Tokyo, Graduate School of Economics.
• Gabriel Rodriguez & Roxana Tramontana, 2014. "An Application of a Short Memory Model With Random Level Shifts to the Volatility of Latin American Stock Market Returns," Documentos de Trabajo / Working Papers 2014-385, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Petr Parshakov, 2014. "Russian Mutual Funds: Skill vs. Luck," HSE Working papers WP BRP 40/FE/2014, National Research University Higher School of Economics.