NEP-FMK-2001-12-19

This file is part of IDEAS, which uses RePEc data

Report NEP-FMK-2001-12-19

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 anounced in this report:

Sheridan Titman, 2001. "The Modigliani and Miller Theorem and Market Efficiency," NBER Working Papers 8641, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Nydahl, Stefan & Sellin, Peter, 1999. "Are There Price Bubbles in the Swedish Equity Market?," Working Paper Series 82, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
Item repec:wop:cirano:2001s65 is not listed on IDEAS anymore
Randall Morck & Fan Yang, 2001. "The Mysterious Growing Value of S&P 500 Membership," NBER Working Papers 8654, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Randall K. Filer & Jan Hanousek & Nauro F. Campos, 1999. "Do Stock Markets Promote Economic Growth," William Davidson Institute Working Papers Series 267, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
Marquering, W.A. & Verbeek, M.J.C.M., 2001. "The Economic Value of Predicting Stock Index Returns and Volatility," Research Paper ERS-2001-75-F&A Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
Jay Shanken & Ane Tamayo, 2001. "Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield," NBER Working Papers 8666, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Item repec:wop:wobadc:2724 is not listed on IDEAS anymore
Suk-Joong Kim & Jeffrey Sheen, . "Minute-by-Minute Dynamics of the Australian Bond Futures Market in Response to New Macroeconomic Information," Working Papers 9918, University of Sydney, Department of Economics. [Downloadable!]
Item repec:wop:cirano:2001s61 is not listed on IDEAS anymore
Andrew Ang & Joseph Chen & Yuhang Xing, 2001. "Downside Risk and the Momentum Effect," NBER Working Papers 8643, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Olivier Ledoit & Michael Wolf, 2001. "Improved Estimation of the Covariance Matrix of Stock Returns with an Application to Portofolio Selection," Economics Working Papers 586, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]

This page was last updated on 2009-12-13.

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