Report NEP-FMK-2004-02-08This 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:
- René Garcia & Eric Ghysels & Éric Renault, 2004. "The Econometrics of Option Pricing," CIRANO Working Papers 2004s-04, CIRANO.
- Jeremy Large, 2004. "Cancellation and uncertainty aversion on limit order books," OFRC Working Papers Series 2004fe04, Oxford Financial Research Centre.
- Item repec:att:belgnw:200341 is not listed on IDEAS anymore
- Goeij, P. C. de & Marquering, W., 2003. "Do Macroeconomic Announcements Cause Asymmetric Volatility," Discussion Paper 2003-131, Tilburg University, Center for Economic Research.
- Fernando Rubio, 2004. "Corte Transversal De Los Retornos Esperados En El Mercado Accionario Chileno," Finance 0402002, EconWPA.
- Daniella Acker & Nigel W. Duck, 2004. "Estimating Betas and Stock-Return Correlations From Monthly Data: A Warning Note," Bristol Economics Discussion Papers 04/557, Department of Economics, University of Bristol, UK.
- Fernando Rubio, 2004. "Simple Trading Rules: Trading On Ibex At Meff," Finance 0402001, EconWPA, revised 02 Feb 2004.
- Michael Magill, 2004. "Demography and the Stock Market," Theory workshop papers 658612000000000080, UCLA Department of Economics.