Report NEP-FMK-2005-05-13
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.Subscribe to this report: email or RSS
Other reports in NEP-FMK
The following items were announced in this report:
- Item repec:dgr:eureri:30002042 is not listed on IDEAS anymore
- 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.
- 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.
- 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.
- 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.
- Mende, Alexander, 2005. "09/11 on the USD/EUR Foreign Exchange Market," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-312, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Stefan Reimann, . "On the distribution of stock-market returns - Implications of Evolutionary Finance," IEW - Working Papers 232, Institute for Empirical Research in Economics - University of Zurich.
- Item repec:dgr:kubcen:200501 is not listed on IDEAS anymore
- Eckhard Platen, 2004. "Capital Asset Pricing for Markets with Intensity Based Jumps," Research Paper Series 143, Quantitative Finance Research Centre, University of Technology, Sydney.