Report NEP-FMK-2001-12-19This 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.
The following items were announced in this report:
- Sheridan Titman, 2001. "The Modigliani and Miller Theorem and Market Efficiency," NBER Working Papers 8641, National Bureau of Economic Research, Inc.
- Nydahl, Stefan & Sellin, Peter, 1999. "Are There Price Bubbles in the Swedish Equity Market?," Working Paper Series 82, Sveriges Riksbank (Central Bank of Sweden).
- 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.
- 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.
- 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, 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.
- Jay Shanken & Ane Tamayo, 2001. "Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield," NBER Working Papers 8666, National Bureau of Economic Research, Inc.
- Item repec:wop:wobadc:2724 is not listed on IDEAS anymore
- Item repec:wop:syecwp:9918 is not listed on IDEAS anymore
- 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.
- 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.