Printed from https://ideas.repec.org/n/nep-fmk/2004-05-16.html
Report NEP-FMK-2004-05-16
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:
- Ian Garrett & Mark Kamstra & Lisa Kramer, 2004, "Winter blues and time variation in the price of risk," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-8.
- Elena Andreou & Eric Ghysels, 2004, "Monitoring for Disruptions in Financial Markets," CIRANO Working Papers, CIRANO, number 2004s-26, May.
- José Mª Corcuera & Peter Imkeller & Arturo Kohatsu & David Nualart, 2003, "Additional utility of insiders with imperfect dynamical information," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 675, Apr.
- Glen Donaldson & Mark Kamstra, 2004, "Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-6.
- José Penalva, 2003, "Implications of dynamic trading for insurance markets," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 720, Dec.
- Item repec:cdl:anderf:1036 is not listed on IDEAS anymore
- Jeffrey R. Brown & Zoran Ivković & Paul A. Smith & Scott Weisbenner, 2004, "The geography of stock market participation: the influence of communities and local firms," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2004-22.
- Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004, "There is a Risk-Return Tradeoff After All," CIRANO Working Papers, CIRANO, number 2004s-24, May.
- Matti Keloharju & Markku Malkamäki & Kjell G. Nyborg & Kristian Rydqvist, 2004, "A descriptive analysis of the Finnish treasury bond market 1991–1999," Finance, University Library of Munich, Germany, number 0405017, May.
- Juan-Pedro Gómez & Richard Priestly & Fernando Zapatero, 2003, "Keeping up with the Joneses: An international asset pricing model," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 694, Jun.
- Juan Carlos Bou & Albert Satorra, 2003, "The persistence of abnormal returns at industry and firm levels," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 729, Nov.