Report NEP-FMK-2015-08-01

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:

• Servaes, Henri & Aktas, Nihat & Karampatsas, Nikolaos & Petmezas, Dimitris, 2015. "Credit Ratings and Acquisitions," CEPR Discussion Papers 10719, C.E.P.R. Discussion Papers.
• Andrei N. Soklakov, 2015. "One trade at a time -- unraveling the Equity Premium Puzzle," Papers 1507.07214, arXiv.org, revised Aug 2020.
• Samuel Ronnqvist & Peter Sarlin, 2015. "Detect & Describe: Deep learning of bank stress in the news," Papers 1507.07870, arXiv.org.
• Marcet, Albert & Adam, Klaus & Beutel, Johannes & Merkel, Sebastian, 2015. "Can a Financial Transaction Tax Prevent Stock Price Booms?," CEPR Discussion Papers 10727, C.E.P.R. Discussion Papers.
• Weibing Huang & Charles-Albert Lehalle & Mathieu Rosenbaum, 2015. "How to predict the consequences of a tick value change? Evidence from the Tokyo Stock Exchange pilot program," Papers 1507.07052, arXiv.org.
• Bayraci, Selcuk, 2015. "Return, shock and volatility co-movements between the bond markets of Turkey and developed countries," MPRA Paper 65758, University Library of Munich, Germany.