Report NEP-FMK-2004-05-26This 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:
- tuomas vÃ¤limÃ¤ki, 2004. "Variable rate liquidity tenders," Macroeconomics, EconWPA 0405010, EconWPA.
- Daniel Beunza IbÃ¡Ã±ez & David Stark, 2004. "How to recognize opportunities: Heterarchical search in a Wall Street trading room," Economics Working Papers 735, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2005.
- Chris Downing & Stephen Oliner, 2004. "The term structure of commercial paper rates," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2004-18, Board of Governors of the Federal Reserve System (U.S.).
- Stephen R. Bond & Jason G. Cummins, 2004. "Uncertainty and investment: an empirical investigation using data on analysts' profits forecasts," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2004-20, Board of Governors of the Federal Reserve System (U.S.).
- Massa, Massimo & Simonov, Andrei, 2004. "Hedging, Familiarity and Portfolio Choice," SIFR Research Report Series, Institute for Financial Research 21, Institute for Financial Research.
- Enrico De Giorgi, . "Evolutionary Portfolio Selection with Liquidity Shocks," IEW - Working Papers 185, Institute for Empirical Research in Economics - University of Zurich.
- Ben S. Bernanke & Kenneth N. Kuttner, 2004. "What explains the stock market's reaction to Federal Reserve policy?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2004-16, Board of Governors of the Federal Reserve System (U.S.).
- JuliÃ¡n Andrada FÃ©lix & Fernando FernÃ¡ndez RodrÃguez & MarÃa Dolores GarcÃa Artiles, 2004. "Non-linear trading rules in the New York Stock Exchange," Documentos de trabajo conjunto ULL-ULPGC, Facultad de Ciencias EconÃ³micas de la ULPGC 2004-05, Facultad de Ciencias EconÃ³micas de la ULPGC.
- Patrick Coggi & Bogdan Manescu, 2004. "A multifactor model of stock returns with endogenous regime switching," University of St. Gallen Department of Economics working paper series 2004 2004-01, Department of Economics, University of St. Gallen.
- BrÃ¤nnÃ¤s, Kurt & Quoreshi, Shahiduzzaman, 2004. "Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks," UmeÃ¥ Economic Studies 637, UmeÃ¥ University, Department of Economics.
- Bill B. Francis & Iftekhar Hasan & Delroy M. Hunter, 2004. "Return-volatility linkages in the international equity and currency markets," Finance, EconWPA 0405022, EconWPA.