Report NEP-CFN-2006-10-21
This 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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-CFN
The following items were announced in this report:
- Item repec:hhs:bofrdp:2006_001 is not listed on IDEAS anymore
- Chollete, Lorán & Næs, Randi & Skjeltorp, Johannes A., 2006, "Pricing Implications of Shared Variance in Liquidity Measures," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2006/9, Aug, revised 21 Jun 2007.
- Aase, Knut K., 2005, "Using Option Pricing Theory to Infer About Equity Premiums," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2005/11, Nov.
- Panicos Demetriades & Michail Karoglou & Siong Hook Law, 2006, "Financial Liberalisation and Breaks in Stock Market Volatility," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 06/13, Oct, revised Nov 2006.
- L. Grossi & G. Morelli, 2006, "Robust volatility forecasts and model selection in financial time series," Economics Department Working Papers, Department of Economics, Parma University (Italy), number 2006-SE02.
- Ojo, Marianne, 2005, "The Financial Services Authority : A Model of Improved Accountability?," MPRA Paper, University Library of Munich, Germany, number 228, Nov, revised Aug 2006.
- Scalas, Enrico & Kim, Kyungsik, 2006, "The art of fitting financial time series with Levy stable distributions," MPRA Paper, University Library of Munich, Germany, number 336, Aug.
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