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Report NEP-FMK-2004-02-29
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:
- Wickens, Michael R., 2003, "Microeconomic Sources of Equity Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4070, Sep.
- Timmermann, Allan & Lunde, Asger, 2003, "Duration Dependence in Stock Prices: An Analysis of Bull and Bear Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4104, Nov.
- Rahi, Rohit & Zigrand, Jean-Pierre, 2004, "Strategic Financial Innovation in Segmented Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4176, Jan.
- Yakov Ben-Haim & Karsten Jeske, 2003, "Home bias in financial markets: robust satisficing with info gaps," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2003-35.
- Silviu Iulian Alb, 2004, "Would the CAPM Hold in a Risk-Indifferent World?," Finance, University Library of Munich, Germany, number 0402020, Feb.
- Prat, Andrea & Dasgupta, Amil, 2003, "Trading Volume with Career Concerns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4034, Sep.
- Roberto Blanco & Simon Brennan & Ian W Marsh, 2004, "An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps," Bank of England working papers, Bank of England, number 211, Feb.
- Weber, Martin & Norden, Lars, 2004, "Informational Efficiency of Credit Default Swap and Stock Markets: The Impact of Credit Rating Announcements," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4250, Feb.
- Sutherland, Alan, 2004, "International Monetary Policy Coordination and Financial Market Integration," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4251, Feb.
- Temin, Peter & Voth, Hans-Joachim, 2004, "Riding the South Sea Bubble," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4221, Jan.
- Goldreich, David, 2003, "Underpricing in Discriminatory and Uniform-Price Treasury Auctions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4105, Nov.
- Item repec:dnb:mebser:2003-16 is not listed on IDEAS anymore
- Christopher J. Neely & Drew B. Winters, 2005, "Year-end seasonality in one-month LIBOR derivatives," Working Papers, Federal Reserve Bank of St. Louis, number 2003-040, DOI: 10.20955/wp.2003.040.
- Foucault, Thierry & Moinas, Sophie & Theissen, Erik, 2003, "Does Anonymity Matter in Electronic Limit Order Markets?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4091, Oct.
- Söderlind, Paul, 2003, "C-CAPM and the Cross-Section of Sharpe Ratios," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4067, Sep.
- Fernando Rubio, 2004, "Some Technical Analysis On The Stock Market: Spain And Usa," Finance, University Library of Munich, Germany, number 0402017, Feb, revised 27 Jul 2005.
- Jeremy Large, 2004, "Cancellation and Uncertainty Aversion on Limit Order Books," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W05, Feb.
- John H. Boyd & Bruce A. Champ, 2003, "Inflation and financial market performance: what have we learned in the last ten years?," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 0317, DOI: 10.26509/frbc-wp-200317.
- Hui Guo & Robert Savickas, 2003, "On the cross section of conditionally expected stock returns," Working Papers, Federal Reserve Bank of St. Louis, number 2003-043, DOI: 10.20955/wp.2003.043.
- Dimitri Vayanos, 2004, "Flight to Quality, Flight to Liquidity, and the Pricing of Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 10327, Feb.