Report NEP-FIN-2001-02-08This is the archive for NEP-FIN, a report on new working papers in the area of Finance. issued this report. It is usually issued weekly.
This report is closed
Other reports in NEP-FIN
The following items were announced in this report:
- John G. Fernald & John H. Rogers, 2000. "Puzzles in the Chinese stock market," Working Paper Series WP-00-13, Federal Reserve Bank of Chicago.
- Enrico Perotti & Silvia Rossetto, 2000. "Internet Portals as Portfolios of Entry Options," Tinbergen Institute Discussion Papers 00-105/2, Tinbergen Institute.
- Item repec:dgr:kubcen:20015 is not listed on IDEAS anymore
- Christopher J. Neely, 2001. "Risk-adjusted, ex ante, optimal technical trading rules in equity markets," Working Papers 1999-015, Federal Reserve Bank of St. Louis.
- Alan G. Ahearne & William L. Griever & Francis E. Warnock, 2000. "Information costs and home bias: an analysis of U.S. holdings of foreign equities," International Finance Discussion Papers 691, Board of Governors of the Federal Reserve System (U.S.).
- Kenneth A. Froot & Steven E. Posner, 2001. "The Pricing of Event Risks with Parameter Uncertainty," NBER Working Papers 8106, National Bureau of Economic Research, Inc.
- Item repec:dgr:kubcen:20014 is not listed on IDEAS anymore
- Sujit Chakravorti & Subir Lall, 2000. "The double play: simultaneous speculative attacks on currency and equity markets," Working Paper Series WP-00-17, Federal Reserve Bank of Chicago.
- Jonathan H. Wright, 1999. "Long memory in emerging market stock returns," International Finance Discussion Papers 650, Board of Governors of the Federal Reserve System (U.S.).
- Francis E. Warnock & Molly Mason, 2000. "The geography of capital flows: what we can learn from benchmark surveys of foreign equity holdings," International Finance Discussion Papers 688, Board of Governors of the Federal Reserve System (U.S.).
- Liang Zou, 2000. "Inherent Efficiency, Security Markets, and the Pricing of Investment Strategies," Tinbergen Institute Discussion Papers 00-108/2, Tinbergen Institute.