Report NEP-FMK-2002-11-10This 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:
- Adrian Peralta-Alva, 2002. "Can Technological Change Explain the Stock Market Collapse of 1974," Macroeconomics, EconWPA 0211002, EconWPA, revised 06 Nov 2002.
- Wing-Keung Wong & Meher Manzur & Boon-Kiat Chew, 2002. "How Rewarding Is Technical Analysis? Evidence From Singapore Stock Market," Departmental Working Papers, National University of Singapore, Department of Economics wp0216, National University of Singapore, Department of Economics.
- LOVO, Stefano M. & CALCAGNO, R., 2001. "Market efficiency and Price Formation when Dealers are Asymmetrically Informed," Les Cahiers de Recherche, HEC Paris 737, HEC Paris.
- Jaroslava Hlouskova & Kurt Schmidheiny & Martin Wagner, 2002. "Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft dp0212, Universitaet Bern, Departement Volkswirtschaft.
- Horst, J.R. ter & Veld, C.H., 2002. "Behavioral Preferences for Individual Securities: The Case for Call Warrants and Call Options," Discussion Paper, Tilburg University, Center for Economic Research 2002-95, Tilburg University, Center for Economic Research.
- Korteweg, A.G. & Renneboog, L.D.R., 2002. "The Choice between Rights-Preserving Issue Methods: Regulatory and Financial Aspects of Issuing Seasoned Equity in the UK," Discussion Paper, Tilburg University, Center for Economic Research 2002-93, Tilburg University, Center for Economic Research.