NEP-FMK-2004-07-26

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Report NEP-FMK-2004-07-26

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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Other reports in NEP-FMK

The following items were anounced in this report:

Marcelo Cunha Medeiros & Alvaro Veiga, 2004. "Modelling multiple regimes in financial volatility with a flexible coefficient GARCH model," Textos para discussÃ£o 486, Department of Economics PUC-Rio (Brazil). [Downloadable!]
David Goldbaum, 2004. "On the Possibility of Informationally Efficient Markets," Computing in Economics and Finance 2004 139, Society for Computational Economics. [Downloadable!]
Silviu Iulian Alb, 2004. "Explaining the Beta, Size and Value Effects Under the Relative Value Theory," Finance 0407013, EconWPA, revised 22 Jul 2004. [Downloadable!]
Auke Plantinga & Franks Sortino & Robert van der Meer, 2004. "The impact of downside risk on risk-adjusted performance of mutual funds in the Euronext markets," Finance 0407016, EconWPA. [Downloadable!]
Laura Beny, . "A Comparative Empirical Investigation of Agency and Market Theories of Insider Trading," University of Michigan John M. Olin Center for Law & Economics Working Paper Series umichlwps-1003, University of Michigan John M. Olin Center for Law & Economics. [Downloadable!]
Syed A. Basher & Perry Sadorsky, 2004. "Day-of-the-week effects in emerging stock markets," Finance 0407017, EconWPA. [Downloadable!]

This page was last updated on 2009-12-6.

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