Report NEP-FMK-2018-11-12

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:

• Ricardo T. Fernholz & Caleb Stroup, 2018. "Asset Price Distributions and Efficient Markets," Papers 1810.12840, arXiv.org.
• Ymir Makinen & Juho Kanniainen & Moncef Gabbouj & Alexandros Iosifidis, 2018. "Forecasting of Jump Arrivals in Stock Prices: New Attention-based Network Architecture using Limit Order Book Data," Papers 1810.10845, arXiv.org.
• Galvani, Valentina & Li, Lifang, 2018. "Asymmetric Information, Predictability and Momentum in the Corporate Bond Market," Working Papers 2018-17, University of Alberta, Department of Economics.
• Constantino Hevia & Martin Sola, 2018. "Bond risk premia and restrictions on risk prices," Department of Economics Working Papers 2018_03, Universidad Torcuato Di Tella.
• Agustin Gutierrez & Constantino Hevia & Martin Sola, 2018. "Bond Risk Premia and the ”Return Forecasting Factor”," Department of Economics Working Papers 2018_04, Universidad Torcuato Di Tella.
• Galvani, Valentina & Li, Lifang, 2018. "The Momentum Effect for Canadian Corporate Bonds," Working Papers 2018-16, University of Alberta, Department of Economics.