Report NEP-FMK-2004-07-26This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.
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 486, Department of Economics PUC-Rio (Brazil).
- David Goldbaum, 2004. "On the Possibility of Informationally Efficient Markets," Computing in Economics and Finance 2004 139, Society for Computational Economics.
- Silviu Iulian Alb, 2004. "Explaining the Beta, Size and Value Effects Under the Relative Value Theory," Finance 0407013, EconWPA, 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 0407016, EconWPA.
- 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 umichlwps-1003, University of Michigan John M. Olin Center for Law & Economics.
- Syed A. Basher & Perry Sadorsky, 2004. "Day-of-the-week effects in emerging stock markets," Finance 0407017, EconWPA.