Report NEP-FMK-2017-11-26

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:

• Correia, Maria & Kang, Johnny & Richardson, Scott, 2018. "Asset volatility," LSE Research Online Documents on Economics 84405, London School of Economics and Political Science, LSE Library.
• Ting Chen & Zhenyu Gao & Jibao He & Wenxi Jiang & Wei Xiong, 2017. "Daily Price Limits and Destructive Market Behavior," NBER Working Papers 24014, National Bureau of Economic Research, Inc.
• Stefan Gebauer, 2017. "The Use of Financial Market Variables in Forecasting," DIW Roundup: Politik im Fokus 115, DIW Berlin, German Institute for Economic Research.
• Musmeci, Nicoló & Nicosia, Vincenzo & Aste, Tomaso & Di Matteo, Tiziana & Latora, Vito, 2017. "The multiplex dependency structure of financial markets," LSE Research Online Documents on Economics 85337, London School of Economics and Political Science, LSE Library.
• Franziska Bremus & Ruth Stelten, 2017. "Capital Market Integration and Macroeconomic Stability," DIW Roundup: Politik im Fokus 116, DIW Berlin, German Institute for Economic Research.
• Tobias Adrian & Michael J. Fleming & Erik Vogt, 2017. "The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data," Staff Reports 827, Federal Reserve Bank of New York.
• Lleo, Sebastien & Ziemba, William, 2017. "A tale of two indexes: predicting equity market downturns in China," LSE Research Online Documents on Economics 85131, London School of Economics and Political Science, LSE Library.