This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Report NEP-FMK-2001-06-08
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.Subscribe to this report: email or RSS Other reports in NEP-FMK
The following items were anounced in this report:
Item repec:rba:rbaacv:1996-14 is not listed on IDEAS anymore
Tano Santos & Pietro Veronesi, 2001.
"Labor Income and Predictable Stock Returns ,"
NBER Working Papers
8309, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Owen A. Lamont & Richard H. Thaler, 2001.
"Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outs ,"
NBER Working Papers
8302, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Item repec:rba:rbaacv:1996-15 is not listed on IDEAS anymore
Roberto Rigobon & Brian Sack, 2001.
"Measuring the reaction of monetary policy to the stock market ,"
Finance and Economics Discussion Series
2001-14, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 2001.
"The Role of Large Players in Currency Crises ,"
NBER Working Papers
8303, 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!] 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!] Vlachos, Jonas & Svaleryd, Helena, 2001.
"Financial Markets, the Pattern of Specialization and Comparative Advantage. Evidence from OECD countries ,"
Working Paper Series in Economics and Finance
449, Stockholm School of Economics, revised 03 Sep 2001.
[Downloadable!] Item repec:wop:yalegr:822 is not listed on IDEAS anymore
Gurdip Bakshi & Dilip Madan & Frank Zhang, 2001.
"Investigating the sources of default risk: lessons from empirically evaluating credit risk models ,"
Finance and Economics Discussion Series
2001-15, Board of Governors of the Federal Reserve System (U.S.).
[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) Item repec:rba:rbaacv:1999-11 is not listed on IDEAS anymore
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!] Carol L. Osler, 2001.
"Currency orders and exchange-rate dynamics: explaining the success of technical analysis ,"
Staff Reports
125, Federal Reserve Bank of New York.
[Downloadable!] Joe Lange & Brian Sack & William Whitesell, 2001.
"Anticipations of monetary policy in financial markets ,"
Finance and Economics Discussion Series
2001-24, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] Item repec:fip:fedawp:2001-08 is not listed on IDEAS anymore
Brännäs, Kurt & Nordman, Niklas, 2001.
"Conditional Skewness Modelling for Stock Returns ,"
Umeå Economic Studies
562, Umeå University, Department of Economics.
Peter Blair Henry, 2001.
"Is Disinflation Good for the Stock Market? ,"
NBER Working Papers
8289, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Item repec:rba:rbaacv:1999-10 is not listed on IDEAS anymore
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 2009-11-29.
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 .