NEP-FMK-2002-10-08

This file is part of IDEAS, which uses RePEc data

Report NEP-FMK-2002-10-08

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.

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Other reports in NEP-FMK

The following items were anounced in this report:

Marco Aiolfi & Carlo Ambrogio Favero, . "Model Uncertainty, Thick Modelling and the predictability of Stock Returns," Working Papers 221, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
Antonio E. Bernardo & Ivo Welch, 2002. "Financial Market Runs," NBER Working Papers 9251, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
A. Sancetta & Satchell, S.E., 2002. "New Test Statistics for Market Timing with Application to Emerging markets," Cambridge Working Papers in Economics 0222, Faculty of Economics, University of Cambridge. [Downloadable!]
Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2002. "Parametric and Nonparametric Volatility Measurement," Center for Financial Institutions Working Papers 02-27, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
Laura Bottazzi & Marco Da Rin, . "Europe’s ‘New’ Stock Markets," Working Papers 218, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
Item repec:wop:calsdi:2002-15 is not listed on IDEAS anymore
Paul Asquith & Michael B. Mikhail & Andrea S. Au, 2002. "Information Content of Equity Analyst Reports," NBER Working Papers 9246, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

This page was last updated on 2009-11-29.

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