Report NEP-FMK-2016-01-29

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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-FMK

The following items were announced in this report:

• Jean-Philippe Bouchaud & Stefano Ciliberti & Augustin Landier & Guillaume Simon & David Thesmar, 2016. "The Excess Returns of "Quality" Stocks: A Behavioral Anomaly," Papers 1601.04478, arXiv.org.
• Th'arsis T. P. Souza & Tomaso Aste, 2016. "A nonlinear impact: evidences of causal effects of social media on market prices," Papers 1601.04535, arXiv.org, revised Mar 2016.
• Martin T. Bohl & Gerrit Reher & Bernd Wilfling, 2016. "Short selling constraints and stock returns volatility: empirical evidence from the German stock market," CQE Working Papers 4516, Center for Quantitative Economics (CQE), University of Muenster.
• Xing Li & Tian Qiu & Guang Chen & Li-Xin Zhong & Xiong-Fei Jiang, 2016. "Geography and distance effect on financial dynamics in the Chinese stock market," Papers 1601.01753, arXiv.org, revised Mar 2016.