Printed from https://ideas.repec.org/n/nep-fmk/2001-06-08.html
Report NEP-FMK-2001-06-08
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:
- Item repec:rba:rbaacv:1996-14 is not listed on IDEAS anymore
- Tano Santos & Pietro Veronesi, 2001, "Labor Income and Predictable Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 8309, May.
- Owen A. Lamont & Richard H. Thaler, 2001, "Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outs," NBER Working Papers, National Bureau of Economic Research, Inc, number 8302, May.
- Item repec:rba:rbaacv:1996-15 is not listed on IDEAS anymore
- Roberto Rigobon & Brian P. Sack, 2001, "Measuring the reaction of monetary policy to the stock market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2001-14.
- Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 2001, "The Role of Large Players in Currency Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 8303, May.
- Robert R. Bliss, 2000, "The pitfalls in inferring risk from financial market data," Working Paper Series, Federal Reserve Bank of Chicago, number WP-00-24.
- Longarela, Iñaki R., 2001, "An Extension of Good-Deal Asset Price Bounds," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 0448, May, revised 19 Oct 2001.
- Martin Lettau, 2001, "Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle?," Staff Reports, Federal Reserve Bank of New York, number 130.
- Vlachos, Jonas & Svaleryd, Helena, 2001, "Financial Markets, the Pattern of Specialization and Comparative Advantage. Evidence from OECD countries," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 449, May, revised 08 Nov 2001.
- Item repec:wop:yalegr:822 is not listed on IDEAS anymore
- Gurdip Bakshi & Dilip B. Madan & Frank X. Zhang, 2001, "Investigating the sources of default risk: lessons from empirically evaluating credit risk models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2001-15.
- Andrew W. Lo & Harry Mamaysky & Jiang Wang, 2001, "Asset Prices and Trading Volume Under Fixed Transactions Costs," NBER Working Papers, National Bureau of Economic Research, Inc, number 8311, May.
- Item repec:rba:rbaacv:1999-11 is not listed on IDEAS anymore
- Guillermo Llorente & Roni Michaely & Gideon Saar & Jiang Wang, 2001, "Dynamic Volume-Return Relation of Individual Stocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 8312, May.
- Michael S. Gibson, 2001, "Incorporating event risk into value-at-risk," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2001-17.
- Carol L. Osler, 2001, "Currency orders and exchange-rate dynamics: explaining the success of technical analysis," Staff Reports, Federal Reserve Bank of New York, number 125.
- Joe Lange & Brian P. Sack & William C. Whitesell, 2001, "Anticipations of monetary policy in financial markets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2001-24.
- Item repec:fip:fedawp:2001-08 is not listed on IDEAS anymore
- Brännäs, Kurt & Nordman, Niklas, 2001, "Conditional Skewness Modelling for Stock Returns," Umeå Economic Studies, Umeå University, Department of Economics, number 562, Jun.
- Peter Blair Henry, 2001, "Is Disinflation Good for the Stock Market?," NBER Working Papers, National Bureau of Economic Research, Inc, number 8289, May.
- Item repec:rba:rbaacv:1999-10 is not listed on IDEAS anymore
- Konan Chan & Louis K. C. Chan & Narasimhan Jegadeesh & Josef Lakonishok, 2001, "Earnings Quality and Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 8308, May.