NEP-FMK-2004-05-16

This file is part of IDEAS, which uses RePEc data

Report NEP-FMK-2004-05-16

This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Erik Schloegl issued this report. It is usually issued weekly.

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Other reports in NEP-FMK

The following items were anounced in this report:

Ian Garrett & Mark Kamstra & Lisa Kramer, 2004. "Winter blues and time variation in the price of risk," Working Paper 2004-8, Federal Reserve Bank of Atlanta. [Downloadable!]
Elena Andreou & Eric Ghysels, 2004. "Monitoring for Disruptions in Financial Markets," CIRANO Working Papers 2004s-26, CIRANO. [Downloadable!]
José Mª Corcuera & Peter Imkeller & Arturo Kohatsu & David Nualart, 2003. "Additional Utility of Insiders with Imperfect Dynamical Information," Economics Working Papers 675, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
Glen Donaldson & Mark Kamstra, 2004. "Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off," Working Paper 2004-6, Federal Reserve Bank of Atlanta. [Downloadable!]
José Penalva, 2003. "Implications of Dynamic Trading for Insurance Markets," Economics Working Papers 720, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
J. Weston & Juan Siu, 2003. "Changing Motives for Share Repurchases," University of California at Los Angeles, Anderson Graduate School of Management 1036, Anderson Graduate School of Management, UCLA. [Downloadable!]
Jeffrey R. Brown & Zoran Ivkovic & Paul A. Smith & Scott Weisbenner, 2004. "The geography of stock market participation: the influence of communities and local firms," Finance and Economics Discussion Series 2004-22, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004. "There is a Risk-Return Tradeoff After All," CIRANO Working Papers 2004s-24, CIRANO. [Downloadable!]
Matti Keloharju & Markku Malkamäki & Kjell G. Nyborg & Kristian Rydqvist, 2004. "A descriptive analysis of the Finnish treasury bond market 1991–1999," Finance 0405017, EconWPA. [Downloadable!]
Juan-Pedro Gómez & Richard Priestly & Fernando Zapatero, 2003. "Keeping Up with the Joneses: An International Asset Pricing Model," Economics Working Papers 694, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
Juan Carlos Bou & Albert Satorra, 2003. "The Persistence of Abnormal Returns at Industry and Firm Levels," Economics Working Papers 729, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]

This page was last updated on 2009-11-29.

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