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Report NEP-FMK-2004-07-26
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:
- Marcelo Cunha Medeiros & Alvaro Veiga, 2004, "Modelling multiple regimes in financial volatility with a flexible coefficient GARCH model," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 486, Jul.
- David Goldbaum, 2004, "On the Possibility of Informationally Efficient Markets," Computing in Economics and Finance 2004, Society for Computational Economics, number 139, Aug.
- Silviu Iulian Alb, 2004, "Explaining the Beta, Size and Value Effects Under the Relative Value Theory," Finance, University Library of Munich, Germany, number 0407013, Jul, revised 22 Jul 2004.
- Auke Plantinga & Franks Sortino & Robert van der Meer, 2004, "The impact of downside risk on risk-adjusted performance of mutual funds in the Euronext markets," Finance, University Library of Munich, Germany, number 0407016, Jul.
- Laura Beny, , "A Comparative Empirical Investigation of Agency and Market Theories of Insider Trading," University of Michigan John M. Olin Center for Law & Economics Working Paper Series, University of Michigan John M. Olin Center for Law & Economics, number umichlwps-1003.
- Syed A. Basher & Perry Sadorsky, 2004, "Day-of-the-week effects in emerging stock markets," Finance, University Library of Munich, Germany, number 0407017, Jul.