NEP-FMK-2002-11-28

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Report NEP-FMK-2002-11-28

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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The following items were anounced in this report:

Roman Frydman & Michael D. Goldberg, 2002. "Imperfect Knowledge, Temporal Instability and an Uncertainty Premium: Towards a Resolution of the Excess-Returns Puzzle in the Foreign Exchange Market," Discussion Papers 02-17, University of Copenhagen. Department of Economics, revised Nov 2002. [Downloadable!]
Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2002. "Market Selection and Survival of Investment Strategies," Discussion Papers 02-16, University of Copenhagen. Department of Economics. [Downloadable!]
Liliane Karlinger, 2002. "The Impact of Common Currencies on Financial Markets: A Literature Review and Evidence from the Euro Area," Working Papers 02-35, Bank of Canada. [Downloadable!]
Jeeman Jung & Robert J. Shiller, 2002. "One Simple Test of Samuelson's Dictum for the Stock Market," NBER Working Papers 9348, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
FOUCAULT, Thierry & LESCOURRET, Laurence, 2001. "Information sharing, liquidity and transaction costs in floor-based trading systems," Les Cahiers de Recherche 742, Groupe HEC. [Downloadable!]
Dmitry Baryshevsky, 2002. "How to work in the uncertain market conditions," Finance 0211007, EconWPA, revised 21 Nov 2002. [Downloadable!]
WenShwo Fang & Stephen M. Miller, 2002. "Currency Depreciation and Korean Stock Market Performance during the Asian Financial Crisis," Working papers 2002-30, University of Connecticut, Department of Economics. [Downloadable!]
Giulio Bottazzi & Giovanni Dosi & Igor Rebesco, 2002. "Institutional Architectures and Behavioural Ecologies in the Dynamics of Financial Markets: a Preliminary Investigation," LEM Papers Series 2002/24, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
ROCKINGER, Michael & JONDEAU, Eric, 2001. "Testing for differences in the tails of stock-market returns," Les Cahiers de Recherche 739, Groupe HEC. [Downloadable!]
WenShwo Fang & Stephen M. Miller, 2002. "Dynamic Effects of Currency Depreciation on Stock Market Returns during the Asian Financial Crisis," Working papers 2002-31, University of Connecticut, Department of Economics. [Downloadable!]
Rafiqul Bhuyan, 2002. "Information, Alternative Markets, and Security Price Processes: A Survey of Literature," Finance 0211002, EconWPA. [Downloadable!]

This page was last updated on 2008-7-20.

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