Printed from https://ideas.repec.org/n/nep-fmk/2002-07-08.html
Report NEP-FMK-2002-07-08
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:
- Bulkley, George & Richard D.F. Harris & Renata Herrerias, 2002, "Stock Returns Following Profit Warnings: A Test of Models of Behavioural Finance," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 37, Aug.
- Sarno, Lucio & Giorgio Valente, 2002, "Modelling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 160, Aug.
- Bartling, Bjoern & Andreas Park, 2002, "Aftermarket Short Covering and the Pricing of IPOs," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 16, Aug.
- Corrado, Luisa & Marcus Miller & Lei Zhang, 2002, "Exchange rate monitoring bands: theory and practice," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 53, Aug.
- Cern›, Ales, 2002, "Generalized Sharpe Ratios and Asset Pricing in Incomplete Markets," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 41, Aug.
- Brunt, Liam & Edmund Cannon, 2002, "Do Banks Improve Financial Market Integration?," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 36, Aug.
- Lee, Young-Sook, 2002, "Intraday Predictability of Overnight Interest Rates," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 122, Aug.
- Broer, Tobias, 2002, "Emerging Market Lending: Is Moral Hazard Endogenous?," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 35, Aug.
- Aslanidis, Nektarios & Denise R. Osborn & Marianne Sensier, 2002, "Smooth Transition Regression Models in UK Stock Returns," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 11, Aug.
- Edward W. Piotrowski & Jan Sladkowski, , "Quantum diffusion of prices and profits," Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics, number 12.
- Kou, Samuel & Steve Kou, 2002, "Modeling Growth Stocks via Size Distribution," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 116, Aug.