Printed from https://ideas.repec.org/n/nep-fmk/2004-03-22.html
Report NEP-FMK-2004-03-22
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:
- Stephen J. Brown & William N. Goetzmann & Alok Kumar, 2004, "The Dow Theory: William Peter Hamilton's Track Record Re-considered," Yale School of Management Working Papers, Yale School of Management, number ysm30, Mar.
- William N. Goetzmann & Andrey Ukhov & Ning Zhu, 2004, "China and the World Financial Markets 1870-1930:Modern Lessons From Historical Globalization (Chinese Version)," Yale School of Management Working Papers, Yale School of Management, number ysm12, Mar.
- William N. Goetzmann & Ning Zhu, 2004, "Rain or Shine: Where is the Weather Effect?," Yale School of Management Working Papers, Yale School of Management, number ysm28, Mar.
- Vitor Gaspar & Gabriel Pérez Quir? & Hugo Rodr?uez Mendiz?al, 2004, "Interest Rate Determination in the Interbank Market," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 603.04, Feb.
- William N. Goetzmann & Massimo Massa, 1999, "Daily Momentum And Contrarian Behavior Of Index Fund Investors," Yale School of Management Working Papers, Yale School of Management, number ysm13, Dec.
- William N. Goetzmann & Massimo Massa, 2003, "Disposition Matters: Volume, Volatility and PriceImpact of a Behavioral Bias," Yale School of Management Working Papers, Yale School of Management, number ysm14, Jan.
- Steven J. Brown & William N. Goetzmann & Takato Hiraki & Niroyoshi Shiraishi & Masahiro Watanabe, 2002, "Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows," Yale School of Management Working Papers, Yale School of Management, number ysm24, Sep.
- Massimo Massa & William N. Goetzmann, 1999, "Index Funds and Stock Market Growth," Yale School of Management Working Papers, Yale School of Management, number ysm23, Apr.
- William N. Goetzmann & Philippe Jorion, 2004, "A Century of Global Stock Markets," Yale School of Management Working Papers, Yale School of Management, number ysm16, Mar.
- William N. Goetzmann & Andrey Ukhov & Ning Zhu, 2004, "China and the World Financial Markets 1870-1930:," Yale School of Management Working Papers, Yale School of Management, number ysm9, Feb.
- William N. Goetzmann & Alok Kumar, 2004, "Equity Portfolio Diversification," Yale School of Management Working Papers, Yale School of Management, number ysm17, Mar.
- Stephen J. Brown & William N. Goetzmann & Mark Grinblatt, 2004, "Positive Portfolio Factors," Yale School of Management Working Papers, Yale School of Management, number ysm27, Mar.
- Engsted, Tom & Tanggaard, Carsten, 2004, "Speculative bubbles in stock prices? Tests based on the price-dividend ratio," Finance Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies, number 04-1, Mar.