Report NEP-FMK-2015-04-02

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:

• Pönkä, Harri, 2014. "Predicting the direction of US stock markets using industry returns," MPRA Paper 62942, University Library of Munich, Germany.
• Mahmood Mahmoodzadeh & Saleh Ghavidel & Mir Hosein Mousavi, 2014. "The Role of Information in Stock Market," Proceedings of International Academic Conferences 0701697, International Institute of Social and Economic Sciences.
• M. Bijlsma & J.H.J. Lukkezen & K. Marinova, 2014. "Measuring too-big-to-fail funding advantages from small banks’ CDS spreads," Working Papers 14-03, Utrecht School of Economics.
• Camilleri, Silvio John, 2015. "The Impact of Stock Market Structure on Volatility: Evidence from a Call Auction Suspension," MPRA Paper 63240, University Library of Munich, Germany, revised 2015.
• Alfonso Dufour & Andrei Stancu & Simone Varotto, 2014. "The Equity-like Behaviour of Sovereign Bonds," ICMA Centre Discussion Papers in Finance icma-dp2014-16, Henley Business School, University of Reading.
• Josh R. Stillwagon, 2015. "TIPS and the VIX: Non-linear Spillovers from Financial Panic to Breakeven Inflation," Working Papers 1502, Trinity College, Department of Economics.
• Amir Alizadeh & Konstantina Kappou & Dimitris Tsouknidis & Ilias Visvikis, 2014. "Liquidity Risk Premia in the International Shipping Derivatives Market," ICMA Centre Discussion Papers in Finance icma-dp2014-15, Henley Business School, University of Reading.
• Libin Yang & William Rea & Alethea Rea, 2015. "How much diversification potential is there in a single market? Evidence from the Australian Stock Exchange," Working Papers in Economics 15/07, University of Canterbury, Department of Economics and Finance.