Printed from https://ideas.repec.org/n/nep-fmk/2000-05-16.html
Report NEP-FMK-2000-05-16
This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Erik Schlogl issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FMK
The following items were announced in this report:
- Andrew W. Lo & Harry Mamaysky & Jiang Wang, 2000, "Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation," NBER Working Papers, National Bureau of Economic Research, Inc, number 7613, Mar.
- Terence C. Mills, 2000, "exchq," Instructional Stata datasets for econometrics, Boston College Department of Economics, number exchq.
- Terence C. Mills, 2000, "exchd," Instructional Stata datasets for econometrics, Boston College Department of Economics, number exchd.
- Terence C. Mills, 2000, "sp500d," Instructional Stata datasets for econometrics, Boston College Department of Economics, number sp500d.
- Terence C. Mills, 2000, "ft30d," Instructional Stata datasets for econometrics, Boston College Department of Economics, number ft30d.
- Joseph Chen & Harrison Hong & Jeremy C. Stein, 2000, "Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 7687, May.
- Jose De Gregorio & Sebastian Edwards & Rodrigo O. Valdes, 2000, "Controls on Capital Inflows: Do they Work?," NBER Working Papers, National Bureau of Economic Research, Inc, number 7645, Apr.
- Robert J. Hodrick & Xiaoyan Zhang, 2000, "Evaluating the Specification Errors of Asset Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 7661, Apr.
- Jennifer L. Blouin & Jana Smith Raedy & Douglas A. Shackelford, 2000, "Capital Gains Taxes and Stock Reactions to Quarterly Earnings Announcements," NBER Working Papers, National Bureau of Economic Research, Inc, number 7644, Apr.
- Item repec:nbr:nberre:0121 is not listed on IDEAS anymore
- Andrew W. Lo & Jiang W. Wang, 2000, "Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory," NBER Working Papers, National Bureau of Economic Research, Inc, number 7625, Mar.
- Jonathan Lewellen & Jay Shanken, 2000, "Estimation Risk, Market Efficiency, and the Predictability of Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 7699, May.
- Daekeun Park & Changyong Rhee, 2000, "Measuring the Degree of Currency Misalignment Using Offshore Forward Exchange Rates: The Case of the Korean Financial Crisis," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 470, May.
- Terence C. Mills, 2000, "stockw," Instructional Stata datasets for econometrics, Boston College Department of Economics, number stockw.
- Item repec:oed:oecdec:243 is not listed on IDEAS anymore
- José Penalva, 2000, "Insurance with frequent trading: A dynamic analysis of efficient insurance markets," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 460, Nov.
- Terence C. Mills, 2000, "rs-r20," Instructional Stata datasets for econometrics, Boston College Department of Economics, number rs-r20.
- Terence C. Mills, 2000, "sp500a," Instructional Stata datasets for econometrics, Boston College Department of Economics, number sp500a.
- Bart Hobijn & Boyan Jovanovic, 2000, "The Information Technology Revolution and the Stock Market: Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 7684, May.
- José Penalva, 2000, "Full insurance, asymmetric information and genetic testing," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 461, Nov.
- Item repec:nbr:nberre:1655 is not listed on IDEAS anymore
- Terence C. Mills, 2000, "fta," Instructional Stata datasets for econometrics, Boston College Department of Economics, number fta.
- Terence C. Mills, 2000, "rsq-20-r," Instructional Stata datasets for econometrics, Boston College Department of Economics, number rsq-20-r.
- Francois Degeorge & Dirk Jenter & Alberto Moel & Peter Tufano, 2000, "Selling Company Shares to Reluctant Employees: France Telecom's Experience," NBER Working Papers, National Bureau of Economic Research, Inc, number 7683, May.
- Bennett T. McCallum, 2000, "Theoretical Analysis Regarding a Zero Lower Bound on Nominal Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 7677, Apr.
- Kent D. Daniel & David Hirshleifer & Avanidhar Subrahmanyam, 2000, "Covariance Risk, Mispricing, and the Cross Section of Security Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 7615, Mar.
- Lucian Arye Bebchuk, 2000, "Using Options to Divide Value in Corporate Bankruptcy," NBER Working Papers, National Bureau of Economic Research, Inc, number 7614, Mar.
- Item repec:nbr:nberre:1615 is not listed on IDEAS anymore