Report NEP-CFN-2003-06-04

Subscribe to this report: email or RSS

Other reports in NEP-CFN

The following items were anounced in this report:

• Item repec:sbs:wpsefe:2003fe09 is not listed on IDEAS anymore

• Cumhur Ekinci, 2003. "A Statistical Analysis of Intraday Liquidity, Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange," Finance 0305006, EconWPA, revised 20 May 2004. [Downloadable!]
• Item repec:dse:cdewps:116 is not listed on IDEAS anymore

• Dimitrios Tsomocos, 2003. "Equilibrium Analysis, Banking, Contagion and Financial Fragility," OFRC Working Papers Series 2003fe03, Oxford Financial Research Centre. [Downloadable!]
• Dimitrios P. Tsomocos, 2003. "Equilibrium Analysis, Banking and Financial Instability," OFRC Working Papers Series 2003fe08, Oxford Financial Research Centre. [Downloadable!]
• Morten Søberg, 2002. "Price formation in monopolistic markets with endogenous diffusion of trading information: An experimental approach," Discussion Papers 336, Research Department of Statistics Norway. [Downloadable!]
• Kent Daniel & Sheridan Titman, 2003. "Market Reactions to Tangible and Intangible Information," NBER Working Papers 9743, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Abdelhamid El Bouhadi, 2003. "Conditional Volatility Of Most Active Shares Of Casablanca Stock Exchange," Finance 0305007, EconWPA, revised 10 Oct 2003. [Downloadable!]
• BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda., 2002. "Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach," Cahiers de recherche 2002-17, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
• Christophe Boucher, 2003. "Stock Market Valuation : the Role of the Macroeconomic Risk Premium," Finance 0305011, EconWPA. [Downloadable!]
• Christophe Boucher, 2003. "“Winners take all competition”, creative destruction and stock market bubble," Finance 0305010, EconWPA. [Downloadable!]
• Jean-Philippe Bouchaud, 2002. "An introduction to statistical finance," Science & Finance (CFM) working paper archive 313238, Science & Finance, Capital Fund Management. [Downloadable!]
• Alan Morrison & Nir Vulkan, 2003. "Making Money out of Publicly Available Information," OFRC Working Papers Series 2003fe07, Oxford Financial Research Centre. [Downloadable!]
• Derek C. Jones & Panu Kalmi & Niels Mygind, 2003. "Choice of ownership structure and firm performance: Evidence from Estonia," Macroeconomics 0305008, EconWPA. [Downloadable!]
• Shinichi Hirota & Shyam Sunder, 2002. "Stock Market as a 'Beauty Contest': Investor Beliefs and Price Bubbles sans Dividend Anchors," Yale School of Management Working Papers ysm2, Yale School of Management. [Downloadable!]

This page was last updated on 2009-11-8.