#FinancialMarkets – Working papers (#RePEc, 16/05/2014)

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Source: RePEc – EconPapers

Sélection de working papers dans le domaine des marchés financiers:

On the impact of macroeconomic news surprises on Treasury-bond yields
Imane El Ouadghiri, Valérie Mignon and Nicolas Boitout 
University of Paris West – Nanterre la Défense, Ec…
Keywords: bond market, event study, macroeconomic news.
JEL-code: G14 G12 E44 C22

 

Testing for Leverage Effect in Financial Returns
Christophe Chorro, Dominique Guegan, Florian Ielpo and Hanjarivo Lalaharison 
HAL
Keywords: Maximum likelihood method; related-GARCH process; recursive estimation method; mixture of Gaussian d…

 

The Random-Walk Hypothesis on the Indian Stock Market
Ankita Mishra, Vinod Mishra and Russell Smyth 
Monash University, Department of Economics
Keywords: India, Unit root, Structural Break, Stock Market, Random Walk
JEL-code: G14 C22

 

Do financial advisors provide tangible benefits for investors? Evidence from tax-motivated mutual fund flows
Gjergji Cici, Alexander Kempf and Christoph Sorhage 
University of Cologne, Centre for Financial Resear…
Keywords: Mutual funds,Taxable fund distributions,Financial advisors,After-tax returns
JEL-code: D14 G11 G24 H24

 

Bank liquidity shocks in loan and deposit in emerging markets
Mehdi Mili and Jean-Michel sahut 
Department of Research, Ipag Business School
Keywords: foreign banks, credit supply, market discipline, emerging countries.
JEL-code: F15 F34 G21

 

R&D investments and high-tech firms’ stock return volatility
Sami Gharbi, Jean-Michel sahut and Frédéric Teulon 
Department of Research, Ipag Business School
Keywords: R&D; Idiosyncratic idiosyncratic volatility; Riskrisk; Asymmetric asymmetric information; Stock stoc…

 

Financial Market Regulation in Germany – Capital Requirements of Financial Institutions
Daniel Detzer 
Financialisation, Economy, Society & Sustainable D…
Keywords: Banking Regulation, Financial Regulation, Capital Requirements, Capital Adequacy, Bank Capital, Base…
JEL-code: G18 G28 N24 N44

 

Financial bubbles: mechanisms and diagnostics
Didier Sornette and Peter Cauwels 
arXiv.org

 

Asymmetric Information and Imperfect Competition in the Loan Market
Gregory S Crawfordy, Nicola Pavaniniz and Fabiano Schivardi 
Competitive Advantage in the Global Economy (CAGE)
Keywords: Italian, asymmetric information

 

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