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 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 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 737, HEC Paris.
- Jaroslava Hlouskova & Kurt Schmidheiny & Martin Wagner, 2002. "Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management," Diskussionsschriften 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 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 2002-93, Tilburg University, Center for Economic Research.