Report NEP-FIN-2004-02-08This is the archive for NEP-FIN, a report on new working papers in the area of Finance. Philip Yu 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:
- Fernando Rubio, 2004. "Capital Asset Pricing Model (Capm) Y Arbitrage Pricing Theory (Apt): Una Nota Técnica," Finance 0402007, University Library of Munich, Germany.
- René Garcia & Eric Ghysels & Éric Renault, 2004. "The Econometrics of Option Pricing," CIRANO Working Papers 2004s-04, CIRANO.
- Jeremy Large, 2004. "Cancellation and uncertainty aversion on limit order books," OFRC Working Papers Series 2004fe04, Oxford Financial Research Centre.
- Andrea Morone, 2004. "Comparison of Mean-Variance theory and Expected-Utility theory through a Laboratory Experiment," Experimental 0402001, University Library of Munich, Germany.
- Alan J. Auerbach, 2004. "How Much Equity Does the Government Hold?," NBER Working Papers 10291, National Bureau of Economic Research, Inc.
- Item repec:dgr:kubcen:20041 is not listed on IDEAS anymore
- Item repec:att:belgnw:200341 is not listed on IDEAS anymore
- Item repec:dgr:kubcen:2003131 is not listed on IDEAS anymore
- Leonardo Gambacorta, 2004. "How Do Banks Set Interest Rates?," NBER Working Papers 10295, National Bureau of Economic Research, Inc.
- Daniel Levy & Shantanu Dutta & Mark Bergen, 2004. "Heterogeneity in Price Rigidity: Evidence from a Case Study Using Micro-Level Data," Macroeconomics 0402021, University Library of Munich, Germany.
- Daniella Acker & Nigel W. Duck, 2004. "Estimating Betas and Stock-Return Correlations From Monthly Data: A Warning Note," Bristol Economics Discussion Papers 04/557, Department of Economics, University of Bristol, UK.
- Fernando Rubio, 2004. "Simple Trading Rules: Trading On Ibex At Meff," Finance 0402001, University Library of Munich, Germany, revised 28 Jul 2005.
- Item repec:lev:wrkpap:383 is not listed on IDEAS anymore
- Michael Magill, 2004. "Demography and the Stock Market," Theory workshop papers 658612000000000080, UCLA Department of Economics.