Report NEP-FMK-2005-02-13

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Other reports in NEP-FMK

The following items were anounced in this report:

• Gaspar, Vítor & Pérez-Quirós, Gabriel & Rodriguez, Hugo, 2004. "Interest Rate Determination in the Interbank Market," CEPR Discussion Papers 4516, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Hau, Harald & Rey, Hélène, 2004. "Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows and Exchange Rates?," CEPR Discussion Papers 4517, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Sraer, David & Thesmar, David, 2004. "Performance and Behaviour of Family Firms: Evidence from the French Stock Market," CEPR Discussion Papers 4520, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Vitale, Paolo, 2004. "A Guided Tour of the Market Microstructure Approach to Exchange Rate Determination," CEPR Discussion Papers 4530, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Breedon, Francis & Vitale, Paolo, 2004. "An Empirical Study of Liquidity and Information Effects of Order Flow on Exchange Rates," CEPR Discussion Papers 4586, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Brunnermeier, Markus K & Pedersen, Lasse Heje, 2004. "Predatory Trading," CEPR Discussion Papers 4639, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Cespa, Giovanni, 2004. "Information Sales and Insider Trading," CEPR Discussion Papers 4667, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Ber, Hedva & Yafeh, Yishay, 2004. "Can Venture Capital Funds Pick Winners? Evidence from Pre-IPO Survival Rates and Post-IPO Performance," CEPR Discussion Papers 4672, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Bossaerts, Peter, 2004. "Equilibrium of Real Financial Markets: Theory and Experimental Evidence," CEPR Discussion Papers 4673, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Norden, Lars & Weber, Martin, 2004. "The Comovement of Credit Default Swap, Bond and Stock Markets: An Empirical Analysis," CEPR Discussion Papers 4674, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Flood, Robert P & Rose, Andrew K, 2004. "Estimating the Expected Marginal Rate of Substitution: Exploiting Idiosyncratic Risk," CEPR Discussion Papers 4684, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Acharya, Viral V & Pedersen, Lasse Heje, 2004. "Asset Pricing with Liquidity Risk," CEPR Discussion Papers 4718, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Kandel, Shmuel & Zilca, Shlomo, 2004. "A Variance Ratio Related Prediction Tool with Application to the NYSE Index 1825-2002," CEPR Discussion Papers 4729, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Item repec:dgr:eureri:30002030 is not listed on IDEAS anymore

• Andy Snell & Ian Tonks, 1998. "The Profitability of Block Trades in Auction and Dealer Markets," ESE Discussion Papers 9, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
• Item repec:fra:franaf:145 is not listed on IDEAS anymore

• Hjalmarsson, Erik, 2005. "On the Predictability of Global Stock Returns," Working Papers in Economics 161, Göteborg University, Department of Economics. [Downloadable!]
• Carlo Favero & Marco Pagano & Ernst-Ludwig von Thadden, 2005. "Valutation, Liquidity and Risk in Government Bond Markets," Working Papers 281, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
• Johann Scharler, 2004. "Understanding the Stock Market's Response to Monetary Policy Shocks," Working Papers 93, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
• Josep Perello & Jaume Masoliver & Jean-Philippe Bouchaud, 2003. "Multiple time scales in volatility and leverage correlation: A stochastic volatility model," Science & Finance (CFM) working paper archive 50001, Science & Finance, Capital Fund Management. [Downloadable!]
• Didier Sornette & Anders Johansen & Jean-Philippe Bouchaud, 1995. "Stock market crashes, precursors and replicas," Science & Finance (CFM) working paper archive 500018, Science & Finance, Capital Fund Management. [Downloadable!]
• Marc Potters & Jean-Philippe Bouchaud, 2003. "Comment on: "Two-phase behaviour of financial markets"," Science & Finance (CFM) working paper archive 50002, Science & Finance, Capital Fund Management. [Downloadable!]
• Matthieu Wyart & Jean-Philippe Bouchaud, 2003. "Self-referential behaviour, overreaction and conventions in financial markets," Science & Finance (CFM) working paper archive 500020, Science & Finance, Capital Fund Management. [Downloadable!]
• Irene Giardina & Jean-Philippe Bouchaud, 2002. "Bubbles, crashes and intermittency in agent based market models," Science & Finance (CFM) working paper archive 500022, Science & Finance, Capital Fund Management. [Downloadable!]
• Jean-Philippe Bouchaud, 2000. "Power-laws in economics and finance: some ideas from physics," Science & Finance (CFM) working paper archive 500023, Science & Finance, Capital Fund Management. [Downloadable!]
• Irene Giardina & Jean-Philippe Bouchaud & Marc Mezard, 2001. "Microscopic models for long ranged volatility correlations," Science & Finance (CFM) working paper archive 500024, Science & Finance, Capital Fund Management. [Downloadable!]
• Jean-Philippe Bouchaud & Rama Cont, 1998. "A Langevin approach to stock market fluctuations and crashes," Science & Finance (CFM) working paper archive 500027, Science & Finance, Capital Fund Management. [Downloadable!]
• Rama Cont & Jean-Philippe Bouchaud, 1997. "Herd behavior and aggregate fluctuations in financial markets," Science & Finance (CFM) working paper archive 500028, Science & Finance, Capital Fund Management. [Downloadable!]
• Marc Potters & Rama Cont & Jean-Philippe Bouchaud, 1996. "Financial markets as adaptative systems," Science & Finance (CFM) working paper archive 500037, Science & Finance, Capital Fund Management. [Downloadable!]
• Jean-Philippe Bouchaud & Nicolas Sagna & Rama Cont & Nicole El-Karoui & Marc Potters, 1997. "Phenomenology of the interest rate curve," Science & Finance (CFM) working paper archive 500048, Science & Finance, Capital Fund Management. [Downloadable!]
• Ronald J. Balvers & Yangru Wu, 2004. "Momentum and Mean Reversion Across National Equity Markets," Working Papers 04-11, Department of Economics, West Virginia University. [Downloadable!]

This page was last updated on 2009-11-22.