Report NEP-FMK-2018-07-16

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:

• Konstantinos Gkionis & Alexandros Kostakis & George Skiadopoulos & Przemyslaw S. Stilger, 2018. "Positive Stock Information In Out-Of-The-Money Option Prices," Working Papers 859, Queen Mary University of London, School of Economics and Finance.
• Allen, D.E. & McAleer, M.J. & Singh, A.K., 2018. "A Multi-Criteria Financial and Energy Portfolio Analysis of Hedge Fund Strategies," Econometric Institute Research Papers EI2018-26, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Obryan Poyser, 2018. "Herding behavior in cryptocurrency markets," Papers 1806.11348, arXiv.org, revised Nov 2018.
• Xin-Lan Fu & Xing-Lu Gao & Zheng Shan & Zhi-Qiang Jiang & Wei-Xing Zhou, 2018. "Multifractal characteristics and return predictability in the Chinese stock markets," Papers 1806.07604, arXiv.org.
• Jos'e Igor Morlanes, 2018. "Non-linear Time Series and Artificial Neural Networks of Red Hat Volatility," Papers 1806.01070, arXiv.org.