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 Schloegl issued this report. It is usually issued weekly.

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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 37, Royal Economic Society.
• 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 160, Royal Economic Society.
• Bartling, Bjoern & Andreas Park, 2002. "Aftermarket Short Covering and the Pricing of IPOs," Royal Economic Society Annual Conference 2002 16, Royal Economic Society.
• Corrado, Luisa & Marcus Miller & Lei Zhang, 2002. "Exchange rate monitoring bands: theory and practice," Royal Economic Society Annual Conference 2002 53, Royal Economic Society.
• Cern›, Ales, 2002. "Generalized Sharpe Ratios and Asset Pricing in Incomplete Markets," Royal Economic Society Annual Conference 2002 41, Royal Economic Society.
• Brunt, Liam & Edmund Cannon, 2002. "Do Banks Improve Financial Market Integration?," Royal Economic Society Annual Conference 2002 36, Royal Economic Society.
• Lee, Young-Sook, 2002. "Intraday Predictability of Overnight Interest Rates," Royal Economic Society Annual Conference 2002 122, Royal Economic Society.
• Broer, Tobias, 2002. "Emerging Market Lending: Is Moral Hazard Endogenous?," Royal Economic Society Annual Conference 2002 35, Royal Economic Society.
• Aslanidis, Nektarios & Denise R. Osborn & Marianne Sensier, 2002. "Smooth Transition Regression Models in UK Stock Returns," Royal Economic Society Annual Conference 2002 11, Royal Economic Society.
• Edward W. Piotrowski & Jan Sladkowski, "undated". "Quantum diffusion of prices and profits," Departmental Working Papers 12, University of Bialtystok, Department of Theoretical Physics.
• Kou, Samuel & Steve Kou, 2002. "Modeling Growth Stocks via Size Distribution," Royal Economic Society Annual Conference 2002 116, Royal Economic Society.