Report NEP-FMK-2018-04-16

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:

• Aviral Kumar Tiwari & Goodness C. Aye & Rangan Gupta, 2018. "Stock Market Efficiency Analysis using Long Spans of Data: A Multifractal Detrended Fluctuation Approach," Working Papers 201824, University of Pretoria, Department of Economics.
• Zhiguo He & Arvind Krishnamurthy, 2018. "Intermediary Asset Pricing and the Financial Crisis," NBER Working Papers 24415, National Bureau of Economic Research, Inc.
• Jo~ao Pedro Rodrigues do Carmo, 2018. "Modeling stock markets through the reconstruction of market processes," Papers 1803.06653, arXiv.org.
• Adrian Fernandez-Perez & Bart Frijns & Ana-Maria Fuertes & Joelle Miffre, 2018. "The skewness of commodity futures returns," Post-Print hal-01678744, HAL.
• Igor Rivin, 2018. "Fear Universality and Doubt in Asset price movements," Papers 1803.07138, arXiv.org.
• Bershadskii, Alexander, 2018. "Stock market activity and hormonal cycles," MPRA Paper 85298, University Library of Munich, Germany.
• G'abor Petneh'azi & J'ozsef G'all, 2018. "Exploring the predictability of range-based volatility estimators using RNNs," Papers 1803.07152, arXiv.org.
• Michele Manna & Stefano Nobili, 2018. "Banks' holdings of and trading in government bonds," Temi di discussione (Economic working papers) 1166, Bank of Italy, Economic Research and International Relations Area.
• Sinazo Guduza & Andrew Phiri, 2017. "Efficient market hypothesis: Evidence from the JSE equity and bond markets," Working Papers 1718, Department of Economics, Nelson Mandela University, revised Dec 2017.
• Charu Sharma & Amber Habib & Sunil Bowry, 2018. "Cluster analysis of stocks using price movements of high frequency data from National Stock Exchange," Papers 1803.09514, arXiv.org.