Report NEP-FMK-2015-09-05

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:

• Kartik B. Athreya & Felicia Ionescu & Urvi Neelakantan, 2015. "Stock Market Investment: The Role of Human Capital," Finance and Economics Discussion Series 2015-65, Board of Governors of the Federal Reserve System (U.S.).
• Noemi Nava & Tiziana Di Matteo & Tomaso Aste, 2015. "Time-dependent scaling patterns in high frequency financial data," Papers 1508.07428, arXiv.org, revised Dec 2015.
• Grace Xing Hu & Jun Pan & Jiang Wang, 2015. "Tri-Party Repo Pricing," NBER Working Papers 21502, National Bureau of Economic Research, Inc.
• Werner, Ingrid M. & Wen, Yuanji & Rindi, Barbara & Consonni, Francesco & Buti, Sabrina, 2015. "Tick Size: Theory and Evidence," Working Paper Series 2015-04, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Roman Gayduk & Sergey Nadtochiy, 2015. "Liquidity Effects of Trading Frequency," Papers 1508.07914, arXiv.org, revised May 2017.
• Lan, Chunhua & Moneta, Fabio & Wermers, Russ, 2018. "Holding Horizon: A New Measure of Active Investment Management," CFR Working Papers 15-06, University of Cologne, Centre for Financial Research (CFR), revised 2018.
• Morkoetter, Stefan & Wetzer, Thomas, 2015. "Conflicts of Interest and the Role of Financial Advisors in M&A Transactions: Empirical Evidence from the Private Equity Industry," Working Papers on Finance 1515, University of St. Gallen, School of Finance, revised Apr 2017.
• Alex Young, 2015. "The effect of stock market indexing on corporate tax avoidance," Papers 1509.00136, arXiv.org.
• Admati, Anat R., 2015. "Rethinking Financial Regulation: How Confusions Have Prevented Progress," Research Papers 3291, Stanford University, Graduate School of Business.
• Fernando, Chitru S. & Gatchev, Vladimir A. & May, Anthony D. & Megginson, William L., 2015. "Prestige without Purpose? Reputation, Differentiation, and Pricing in U.S. Equity Underwriting," Working Papers 15-09, University of Pennsylvania, Wharton School, Weiss Center.
• Zhi-Qiang Jiang & Askery A. Canabarro & Boris Podobnik & H. Eugene Stanley & Wei-Xing Zhou, 2015. "Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets," Papers 1508.07505, arXiv.org.
• Cunha, Ronan & Pereira, Pedro L. Valls, 2015. "Automatic model selection for forecasting Brazilian stock returns," Textos para discussão 398, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).