Printed from https://ideas.repec.org/n/nep-fmk/2001-12-19.html
Report NEP-FMK-2001-12-19
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:
- Sheridan Titman, 2001, "The Modigliani and Miller Theorem and Market Efficiency," NBER Working Papers, National Bureau of Economic Research, Inc, number 8641, Dec.
- Nydahl, Stefan & Sellin, Peter, 1999, "Are There Price Bubbles in the Swedish Equity Market?," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 82, May.
- Item repec:wop:cirano:2001s65 is not listed on IDEAS anymore
- Randall Morck & Fan Yang, 2001, "The Mysterious Growing Value of S&P 500 Membership," NBER Working Papers, National Bureau of Economic Research, Inc, number 8654, Dec.
- Randall K. Filer & Jan Hanousek & Nauro F. Campos, 1999, "Do Stock Markets Promote Economic Growth," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 267, Sep.
- Item repec:dgr:eureri:2001129 is not listed on IDEAS anymore
- Jay Shanken & Ane Tamayo, 2001, "Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield," NBER Working Papers, National Bureau of Economic Research, Inc, number 8666, Dec.
- Item repec:wop:wobadc:2724 is not listed on IDEAS anymore
- Item repec:wop:syecwp:9918 is not listed on IDEAS anymore
- Item repec:wop:cirano:2001s61 is not listed on IDEAS anymore
- Andrew Ang & Joseph Chen & Yuhang Xing, 2001, "Downside Risk and the Momentum Effect," NBER Working Papers, National Bureau of Economic Research, Inc, number 8643, Dec.
- Olivier Ledoit & Michael Wolf, 2001, "Improved estimation of the covariance matrix of stock returns with an application to portofolio selection," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 586, Nov.