Report NEP-FMK-2016-07-30

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:

• Ivan Petzev & Andreas Schrimpf & Alexander F. Wagner, 2015. "Has the Pricing of Stocks Become More Global?," Swiss Finance Institute Research Paper Series 15-48, Swiss Finance Institute, revised Apr 2016.
• Paul SCHNEIDER, 2014. "Generalized Risk Premia," Swiss Finance Institute Research Paper Series 14-29, Swiss Finance Institute.
• Paul Schneider, 2015. "An Anatomy of the Equity Premium," Swiss Finance Institute Research Paper Series 15-61, Swiss Finance Institute.
• Peter H. GRUBER & Claudio TEBALDI & Fabio TROJANI, 2015. "The Price of the Smile and Variance Risk Premia," Swiss Finance Institute Research Paper Series 15-36, Swiss Finance Institute.
• Andrea Morone & Simone Nuzzo, 2016. "Market Efficiency, Trading Institutions and Information Mirages: Evidence from an Experimental Asset Market," EERI Research Paper Series EERI RP 2016/17, Economics and Econometrics Research Institute (EERI), Brussels.
• Guilherme DEMOS & Qunzhi ZHANG & Didier SORNETTE, 2015. "Birth or Burst of Financial Bubbles: Which One is Easier to Diagnose?," Swiss Finance Institute Research Paper Series 15-57, Swiss Finance Institute.
• Annalisa Bucalossi & Antonio Scalia, 2016. "Leverage ratio, central bank operations and repo market," Questioni di Economia e Finanza (Occasional Papers) 347, Bank of Italy, Economic Research and International Relations Area.
• Ines CHAIEB & Vihang ERRUNZA & Rajna GIBSON BRANDON, 2014. "Integration of Sovereign Bonds Markets: Time Variation and Maturity Effects," Swiss Finance Institute Research Paper Series 14-47, Swiss Finance Institute.
• Peter S. SCHMIDT & Urs VON ARX & Andreas SCHRIMPF & Alexander F. WAGNER & Andreas ZIEGLER, 2015. "Size and Momentum Profitability in International Stock Markets," Swiss Finance Institute Research Paper Series 15-29, Swiss Finance Institute.
• Didier Sornette & Guilherme Demos & Qun Zhang & Peter Cauwels & Vladimir Filimonov & Qunzhi Zhang, 2015. "Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash," Swiss Finance Institute Research Paper Series 15-31, Swiss Finance Institute.