NEP-FIN-2001-06-08

This file is part of IDEAS, which uses RePEc data

Report NEP-FIN-2001-06-08

This is the archive for NEP-FIN, a report on new working papers in the area of Finance. issued this report. It is usually issued weekly.

This report is closed
Other reports in NEP-FIN

The following items were anounced in this report:

Oliver Hart, 2001. "Financial Contracting," NBER Working Papers 8285, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Oliver Hart, 2001. "Norms and the Theory of the Firm," NBER Working Papers 8286, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Robert R. Bliss, 2000. "The pitfalls in inferring risk from financial market data," Working Paper Series WP-00-24, Federal Reserve Bank of Chicago. [Downloadable!]
Longarela, Iñaki R., 2001. "An Extension of Good-Deal Asset Price Bounds," Working Paper Series in Economics and Finance 0448, Stockholm School of Economics, revised 19 Oct 2001. [Downloadable!]
Item repec:rba:rbaacv:1997-14 is not listed on IDEAS anymore
Martin Lettau, 2001. "Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle?," Staff Reports 130, Federal Reserve Bank of New York. [Downloadable!]
Andrew W. Lo & Harry Mamaysky & Jiang Wang, 2001. "Asset Prices and Trading Volume Under Fixed Transactions Costs," NBER Working Papers 8311, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Guillermo Llorente & Roni Michaely & Gideon Saar & Jiang Wang, 2001. "Dynamic Volume-Return Relation of Individual Stocks," NBER Working Papers 8312, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Michael S. Gibson, 2001. "Incorporating event risk into value-at-risk," Finance and Economics Discussion Series 2001-17, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
Item repec:rba:rbaacv:1997-15 is not listed on IDEAS anymore
Item repec:fip:fedawp:2001-08 is not listed on IDEAS anymore
Brännäs, Kurt & Nordman, Niklas, 2001. "Conditional Skewness Modelling for Stock Returns," UmeÃ¥ Economic Studies 562, Umeå University, Department of Economics.
Konan Chan & Louis K. C. Chan & Narasimhan Jegadeesh & Josef Lakonishok, 2001. "Earnings Quality and Stock Returns," NBER Working Papers 8308, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

This page was last updated on 2009-12-6.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.