Report NEP-FMK-2002-10-18This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.
The following items were announced in this report:
- Jean-Marc Suret & Maher Kooli, 2002. "How cost-effective are Canadian IPO markets?," CIRANO Working Papers 2002s-83, CIRANO.
- Hallerbach, W.G.P.M. & Hundack, C. & Pouchkarev, I. & Spronk, J., 2002. "A Broadband Vision of the DAX over Time," ERIM Report Series Research in Management ERS-2002-87-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- J. Benson Durham, 2002. "The extreme bounds of the cross-section of expected stock returns," Finance and Economics Discussion Series 2002-34, Board of Governors of the Federal Reserve System (U.S.).
- Steven B. Kamin, 2002. "Identifying the role of moral hazard in international financial markets," International Finance Discussion Papers 736, Board of Governors of the Federal Reserve System (U.S.).
- John Geanakoplos & Michael Magill & Martine Quinzii, 2002. "Demography and the Long-run Predictability of the Stock Market," Cowles Foundation Discussion Papers 1380, Cowles Foundation for Research in Economics, Yale University.
- Daniel Capocci, 2002. "An Analysis of Hedge Fund Performance," Finance 0210001, EconWPA.
- Chris Downing & Frank X. Zhang, 2002. "Trading activity and price volatility in the municipal bond market," Finance and Economics Discussion Series 2002-39, Board of Governors of the Federal Reserve System (U.S.).
- Hui Guo, 2005. "Time-varying risk premia and the cross section of stock returns," Working Papers 2002-013, Federal Reserve Bank of St. Louis.
- Ray C. Fair, 2002. "Risk Aversion and Stock Prices," Cowles Foundation Discussion Papers 1382, Cowles Foundation for Research in Economics, Yale University, revised Feb 2003.