Printed from https://ideas.repec.org/n/nep-fmk/2002-10-08.html
Report NEP-FMK-2002-10-08
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:
- Marco Aiolfi & Carlo Ambrogio Favero, , "Model Uncertainty, Thick Modelling and the predictability of Stock Returns," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 221.
- Antonio E. Bernardo & Ivo Welch, 2002, "Financial Market Runs," NBER Working Papers, National Bureau of Economic Research, Inc, number 9251, Oct.
- A. Sancetta & Satchell, S.E., 2002, "New Test Statistics for Market Timing with Application to Emerging markets," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0222, Sep.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2002, "Parametric and Nonparametric Volatility Measurement," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 02-27, Jul.
- Laura Bottazzi & Marco Da Rin, , "Europe’s ‘New’ Stock Markets," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 218.
- Item repec:wop:calsdi:2002-15 is not listed on IDEAS anymore
- Paul Asquith & Michael B. Mikhail & Andrea S. Au, 2002, "Information Content of Equity Analyst Reports," NBER Working Papers, National Bureau of Economic Research, Inc, number 9246, Oct.