Report NEP-FMK-2004-01-18This 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:
- Tapia Torres, Miguel Ángel & Brusco, Sandro & Manzano, Carolina, 2003. "Price discovery in the pre-opening period. theory and evidence from the madrid stock exchange," DEE - Working Papers. Business Economics. WB wb035814, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
- Ericsson, Johan & González, Andrés, 2003. "Is Momentum Due to Data-Snooping?," SSE/EFI Working Paper Series in Economics and Finance 536, Stockholm School of Economics.
- Ben R. Craig & Joachim G. Keller, 2003. "The empirical performance of option-based densities of foreign exchange," Working Paper 0313, Federal Reserve Bank of Cleveland.
- Andrea Morone, 2004. "Financial Market in the Laboratory," Experimental 0401002, EconWPA.
- Chris Downing & Steven A. Sharpe, 2003. "Getting bad news out early: does it really help stock prices?," Finance and Economics Discussion Series 2003-58, Board of Governors of the Federal Reserve System (U.S.).
- Ben R. Craig & Ernst Glatzer & Joachim G. Keller & Martin Scheicher, 2003. "The forecasting performance of German stock option densities," Working Paper 0312, Federal Reserve Bank of Cleveland.
- Norberg, Peter, 2003. "”Life is a fake. All that is real are the stock prices” - Simulating Authenticity in Financial Markets," SSE/EFI Working Paper Series in Business Administration 2003:15, Stockholm School of Economics, revised 02 Sep 2004.
- Item repec:cla:penntw:cae679cdc2e020f74d692ae73e6d291 is not listed on IDEAS anymore
- Item repec:cla:penntw:33820afad90814b2158b0366c471e51 is not listed on IDEAS anymore
- Item repec:cla:penntw:823ad5f6b6eb3583cc703364ee0f161 is not listed on IDEAS anymore
- Item repec:cla:penntw:e5ba8f857b7ab5742bd6c3467886da6 is not listed on IDEAS anymore