Report NEP-FMK-2010-11-20This 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.
The following items were announced in this report:
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010. "The Weekly Structure of US Stock Prices," Discussion Papers of DIW Berlin 1077, DIW Berlin, German Institute for Economic Research.
- Benjamin Golez & Jens Carsten Jackwerth, 2010. "Pinning in the S&P 500 Futures," Working Paper Series of the Department of Economics, University of Konstanz 2010-12, Department of Economics, University of Konstanz.
- Boris Podobnik & Davor Horvatic & Alexander M. Petersen & H. Eugene Stanley, 2010. "Cross-correlations between volume change and price change," Papers 1011.2674, arXiv.org.
- Bell, Peter N, 2010. "New methodology for event studies in Bonds," MPRA Paper 26694, University Library of Munich, Germany.
- Ron Bird & Harry Liem & Susan Thorp, 2010. "Hedge Fund Excess Returns Under Time-Varying Beta," Working Paper Series 9, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
- Hendrik Hakenes & Zeno Enders, 2010. "On the Existence and Prevention of Asset Price Bubbles," Working Paper Series of the Max Planck Institute for Research on Collective Goods 2010_44, Max Planck Institute for Research on Collective Goods.
- Komulainen, Tuomas, 2004. "Essays on financial crises in emerging markets," Scientific Monographs E:29/2004, Bank of Finland.
- Ryan Woodard & Didier Sornette & Maxim Fedorovsky, 2010. "The Financial Bubble Experiment: Advanced Diagnostics and Forecasts of Bubble Terminations, Volume III," Papers 1011.2882, arXiv.org, revised May 2011.
- Hasan, Zubair, 2010. "Dubai financial crisis: causes, bailout and after - a case study," MPRA Paper 26397, University Library of Munich, Germany.
- C. Benetti, 2010. "Economic implications of corporate financial reporting in brazilian and european financial markets," Post-Print halshs-00534767, HAL.
- Shah, Ajay & Patnaik, Ila, 2010. "Foreign shareholding: A decomposition analysis," Working Papers 10/74, National Institute of Public Finance and Policy.