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Report NEP-FMK-2002-11-28
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:
- Roman Frydman & Michael D. Goldberg, 2002, "Imperfect Knowledge, Temporal Instability and an Uncertainty Premium: Towards a Resolution of the Excess-Returns Puzzle in the Foreign Exchange Market," Discussion Papers, University of Copenhagen. Department of Economics, number 02-17, Oct, revised Nov 2002.
- Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2002, "Market Selection and Survival of Investment Strategies," Discussion Papers, University of Copenhagen. Department of Economics, number 02-16, Oct.
- Liliane Karlinger, 2002, "The Impact of Common Currencies on Financial Markets: A Literature Review and Evidence from the Euro Area," Staff Working Papers, Bank of Canada, number 02-35, DOI: 10.34989/swp-2002-35.
- Jeeman Jung & Robert J. Shiller, 2002, "One Simple Test of Samuelson's Dictum for the Stock Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 9348, Nov.
- FOUCAULT, Thierry & LESCOURRET, Laurence, 2001, "Information sharing, liquidity and transaction costs in floor-based trading systems," HEC Research Papers Series, HEC Paris, number 742, Nov.
- Dmitry Baryshevsky, 2002, "How to work in the uncertain market conditions," Finance, University Library of Munich, Germany, number 0211007, Nov, revised 22 Nov 2002.
- WenShwo Fang & Stephen M. Miller, 2002, "Currency Depreciation and Korean Stock Market Performance during the Asian Financial Crisis," Working papers, University of Connecticut, Department of Economics, number 2002-30, Sep.
- Giulio Bottazzi & Giovanni Dosi & Igor Rebesco, 2002, "Institutional Architectures and Behavioural Ecologies in the Dynamics of Financial Markets: a Preliminary Investigation," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2002/24, Dec.
- ROCKINGER, Michael & JONDEAU, Eric, 2001, "Testing for differences in the tails of stock-market returns," HEC Research Papers Series, HEC Paris, number 739, Oct.
- WenShwo Fang & Stephen M. Miller, 2002, "Dynamic Effects of Currency Depreciation on Stock Market Returns during the Asian Financial Crisis," Working papers, University of Connecticut, Department of Economics, number 2002-31, Oct.
- Rafiqul Bhuyan, 2002, "Information, Alternative Markets, and Security Price Processes: A Survey of Literature," Finance, University Library of Munich, Germany, number 0211002, Nov.