NEP-FMK-2005-01-02

This file is part of IDEAS, which uses RePEc data

Report NEP-FMK-2005-01-02

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:

Goergen, M. & Renneboog, L.D.R. & Khurshed, A., 2004. "Shareholder lockup agreements in the European new markets," Discussion Paper 121, Tilburg University, Center for Economic Research. [Downloadable!]
Beirlant, J. & Schoutens, W. & Segers, J.J.J., 2004. "Mandelbrot's extremism," Discussion Paper 125, Tilburg University, Center for Economic Research. [Downloadable!]
Beechey, Meredith, 2004. "Excess Sensitivity and Volatility of Long Interest Rates: The Role of Limited Information in Bond Markets," Working Paper Series 173, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
Julius Moschitz, 2004. "Spillovers across High Yield Markets," Finance 0412024, EconWPA. [Downloadable!]
Item repec:xrs:meawpa:0453 is not listed on IDEAS anymore
Patrick Leoni, . "Market Power, Survival and Accuracy of Predictions in Financial Markets," IEW - Working Papers iewwp216, Institute for Empirical Research in Economics - IEW. [Downloadable!]
Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin Wu, 2003. "Realized Beta: Persistence and Predictability," PIER Working Paper Archive 04-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 Mar 2004. [Downloadable!]
Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2003. "Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets," PIER Working Paper Archive 04-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 28 Jun 2004. [Downloadable!]
Emanuel Shachmurove & Yochanan Shachmurove, 2004. "What One Can Learn From the Initial Public Offering of Google? A Twenty-Year Excursion to the Venture Capital Industry," PIER Working Paper Archive 04-041, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
Annaert J. & Claes A. & De Ceuster M.J.K., 2003. "Does the compass rose pattern matter for testing normality?," Working Papers 2003020, University of Antwerp, Faculty of Applied Economics. [Downloadable!]

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

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