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Report NEP-FMK-2004-01-12
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:
- Evangelos Benos & Michael S. Weisbach, 2004, "Private Benefits and Cross-Listings in the United States," NBER Working Papers, National Bureau of Economic Research, Inc, number 10224, Jan.
- Jingzhi Huang & Liuren Wu, 2004, "Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes," Finance, University Library of Munich, Germany, number 0401002, Jan.
- Liuren Wu, 2004, "Dampened Power Law: Reconciling the Tail Behavior of Financial Security Returns," Finance, University Library of Munich, Germany, number 0401001, Jan.
- Owen A. Lamont & Jeremy C. Stein, 2004, "Aggregate Short Interest and Market Valuations," NBER Working Papers, National Bureau of Economic Research, Inc, number 10218, Jan.
- Casey B. Mulligan, 2004, "Robust Aggregate Implications of Stochastic Discount Factor Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 10210, Jan.
- William Goetzmann & Evan g. Gatev & K. Geert Rouwenhorst, 1998, "Pairs Trading: Performance of a Relative Value Arbitrage Rule," Yale School of Management Working Papers, Yale School of Management, number ysm3, Nov.
- Brian J. Henderson & Narasimhan Jegadeesh & Michael S. Weisbach, 2004, "World Markets for Raising New Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 10225, Jan.