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Report NEP-FMK-2002-10-18
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:
- Jean-Marc Suret & Maher Kooli, 2002, "How cost-effective are Canadian IPO markets?," CIRANO Working Papers, CIRANO, number 2002s-83, Oct.
- Item repec:dgr:eureri:2002243 is not listed on IDEAS anymore
- J. Benson Durham, 2002, "The extreme bounds of the cross-section of expected stock returns," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2002-34.
- Steven B. Kamin, 2002, "Identifying the role of moral hazard in international financial markets," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 736.
- John Geanakoplos & Michael Magill & Martine Quinzii, 2002, "Demography and the Long-run Predictability of the Stock Market," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1380, Aug.
- Daniel Capocci, 2002, "An Analysis of Hedge Fund Performance," Finance, University Library of Munich, Germany, number 0210001, Oct.
- Chris Downing & Frank X. Zhang, 2002, "Trading activity and price volatility in the municipal bond market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2002-39.
- Hui Guo, 2005, "Time-varying risk premia and the cross section of stock returns," Working Papers, Federal Reserve Bank of St. Louis, number 2002-013, DOI: 10.20955/wp.2002.013.
- Ray C. Fair, 2002, "Risk Aversion and Stock Prices," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1382, Sep, revised Feb 2003.