Report NEP-FMK-2005-02-27

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Other reports in NEP-FMK

The following items were anounced in this report:

• Boer-Sorban, K. & Bruin, A. de & Kaymak, U., 2005. "On the Design of Artificial Stock Markets," Research Paper ERS-2005-001-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
• Mende, Alexander, 2005. "09/11 on the USD/EUR Foreign Exchange Market," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-312, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
• Martin Lettau & Jessica Wachter, 2005. "Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium," NBER Working Papers 11144, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Yasushi Hamao & Takeo Hoshi & Tetsuji Okazaki, 2005. "The Genesis and the Development of the Pre-war Japanese Stock Market," CIRJE F-Series CIRJE-F-320, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
• Morten Christensen & Eckhard Platen, 2004. "A General Benchmark Model for Stochastic Jump Sizes," Research Paper Series 139, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
• Carl Chiarella & Xue-Zhong He & Duo Wang, 2004. "A Behavioural Asset Pricing Model with a Time-Varying Second Moment," Research Paper Series 141, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
• Eckhard Platen, 2004. "Capital Asset Pricing for Markets with Intensity Based Jumps," Research Paper Series 143, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]

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