Report NEP-CFN-2003-06-04This is the archive for NEP-CFN, a report on new working papers in the area of Corporate Finance. Zelia Serrasqueiro issued this report. It is usually issued weekly.
The following items were announced in this report:
- Item repec:sbs:wpsefe:2003fe09 is not listed on IDEAS anymore
- Cumhur Ekinci, 2003. "A Statistical Analysis of Intraday Liquidity, Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange," Finance 0305006, EconWPA, revised 22 Nov 2004.
- Item repec:dse:cdewps:116 is not listed on IDEAS anymore
- Dimitrios Tsomocos, 2003. "Equilibrium Analysis, Banking, Contagion and Financial Fragility," OFRC Working Papers Series 2003fe03, Oxford Financial Research Centre.
- Dimitrios P. Tsomocos, 2003. "Equilibrium Analysis, Banking and Financial Instability," OFRC Working Papers Series 2003fe08, Oxford Financial Research Centre.
- Morten Søberg, 2002. "Price formation in monopolistic markets with endogenous diffusion of trading information: An experimental approach," Discussion Papers 336, Statistics Norway, Research Department.
- Kent Daniel & Sheridan Titman, 2003. "Market Reactions to Tangible and Intangible Information," NBER Working Papers 9743, National Bureau of Economic Research, Inc.
- Abdelhamid El Bouhadi, 2003. "Conditional Volatility Of Most Active Shares Of Casablanca Stock Exchange," Finance 0305007, EconWPA, revised 02 Feb 2004.
- BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda., 2002. "Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach," Cahiers de recherche 2002-17, Universite de Montreal, Departement de sciences economiques.
- Christophe Boucher, 2003. "Stock Market Valuation : the Role of the Macroeconomic Risk Premium," Finance 0305011, EconWPA.
- Christophe Boucher, 2003. "“Winners take all competition”, creative destruction and stock market bubble," Finance 0305010, EconWPA.
- Jean-Philippe Bouchaud, 2002. "An introduction to statistical finance," Science & Finance (CFM) working paper archive 313238, Science & Finance, Capital Fund Management.
- Alan Morrison & Nir Vulkan, 2003. "Making Money out of Publicly Available Information," OFRC Working Papers Series 2003fe07, Oxford Financial Research Centre.
- Derek C. Jones & Panu Kalmi & Niels Mygind, 2003. "Choice of ownership structure and firm performance: Evidence from Estonia," Macroeconomics 0305008, EconWPA.
- Shinichi Hirota & Shyam Sunder, 2002. "Stock Market as a 'Beauty Contest': Investor Beliefs and Price Bubbles sans Dividend Anchors," Yale School of Management Working Papers ysm2, Yale School of Management.