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Report NEP-FMK-2004-05-26
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:
- tuomas välimäki, 2004, "Variable rate liquidity tenders," Macroeconomics, University Library of Munich, Germany, number 0405010, May.
- Daniel Beunza Ibáñez & David Stark, 2004, "How to recognize opportunities: Heterarchical search in a Wall Street trading room," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 735, Jan, revised Sep 2005.
- Chris Downing & Stephen D. Oliner, 2004, "The term structure of commercial paper rates," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2004-18.
- Stephen R. Bond & Jason G. Cummins, 2004, "Uncertainty and investment: an empirical investigation using data on analysts' profits forecasts," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2004-20.
- Massa, Massimo & Simonov, Andrei, 2004, "Hedging, Familiarity and Portfolio Choice," SIFR Research Report Series, Institute for Financial Research, number 21, Mar.
- Enrico De Giorgi, , "Evolutionary Portfolio Selection with Liquidity Shocks," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 185.
- Ben S. Bernanke & Kenneth N. Kuttner, 2004, "What explains the stock market's reaction to Federal Reserve policy?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2004-16.
- Julián Andrada Félix & Fernando Fernández Rodríguez & María Dolores García Artiles, 2004, "Non-linear trading rules in the New York Stock Exchange," Documentos de trabajo conjunto ULL-ULPGC, Facultad de Ciencias Económicas de la ULPGC, number 2004-05, May.
- Patrick Coggi & Bogdan Manescu, 2004, "A multifactor model of stock returns with endogenous regime switching," University of St. Gallen Department of Economics working paper series 2004, Department of Economics, University of St. Gallen, number 2004-01, Jan.
- Brännäs, Kurt & Quoreshi, Shahiduzzaman, 2004, "Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks," Umeå Economic Studies, Umeå University, Department of Economics, number 637, May.
- Bill B. Francis & Iftekhar Hasan & Delroy M. Hunter, 2004, "Return-volatility linkages in the international equity and currency markets," Finance, University Library of Munich, Germany, number 0405022, May.