This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Report NEP-FMK-2004-03-07
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.Subscribe to this report: email or RSS Other reports in NEP-FMK
The following items were anounced in this report:
Geir Hoidal Bjonnes & Dagfinn Rime & Haakon O. Aa. Solheim, 2003.
"Volume and Volatility in the FX Market: Does it matter who you are? ,"
Working Paper
2003/7, Norges Bank.
[Downloadable!] Brian Knight, 2004.
"Are Policy Platforms Capitalized into Equity Prices? Evidence from the Bush/Gore 2000 Presidential Election ,"
NBER Working Papers
10333, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Arie Melnik & Doron Nissim, 2004.
"Liquidity and Issue Costs in the Eurobond Market: the Effects of Market Integration ,"
ICER Working Papers
03-2004, ICER - International Centre for Economic Research.
[Downloadable!] Geir Hoidal Bjonnes & Dagfinn Rime, 2003.
"Dealer Behavior and Trading Systems in Foreign Exchange Markets ,"
Working Paper
2003/10, Norges Bank.
[Downloadable!] Terence D.Agbeyegbe, 2003.
"The tail behavior of stock index return on the Jamaican Stock Exchange ,"
Hunter College Department of Economics Working Papers
305, Hunter College: Department of Economics.
[Downloadable!] Kenneth A. Froot & Melvyn Teo, 2004.
"Equity Style Returns and Institutional Investor Flows ,"
NBER Working Papers
10355, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Thadavillil Jithendranathan, 2004.
"Time-varying Correlations of Russian and U.S. Equity Returns ,"
International Finance
0403006, EconWPA.
[Downloadable!] This page was last updated on 2009-12-6.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .