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Report NEP-FMK-2016-06-09
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.
Other reports in NEP-FMK
The following items were announced in this report:
- Muhammad Farid Ahmed & Stephen Satchell, 2016. "What Proportion of Time is a particular Market inefficient?...Analysing market efficiency when equity prices follow Threshold Autoregressions," Cambridge Working Papers in Economics 1625, Faculty of Economics, University of Cambridge.
- Sebastian Herrmann & Johannes Muhle-Karbe & Frank Thomas Seifried, 2016. "Hedging with Small Uncertainty Aversion," Papers 1605.06429, arXiv.org.
- Peydró, José-Luis & Akin, Ozlem & MarÃn, José M, 2020. "Anticipating the Financial Crisis: Evidence from Insider Trading in Banks," CEPR Discussion Papers 11302, C.E.P.R. Discussion Papers.
- Vassilios Babalos & Guglielmo Maria Caporale & Nicola Spagnolo, 2016. "Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-In-Mean Analysis," Discussion Papers of DIW Berlin 1583, DIW Berlin, German Institute for Economic Research.
- Anastasia Borovykh & Cornelis W. Oosterlee & Andrea Pascucci, 2016. "Pricing Bermudan options under local L\'evy models with default," Papers 1604.08735, arXiv.org.