Report NEP-FMK-2004-12-20
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:
- Otavio Ribeiro De Medeiros & Alberto Shigueru Matsumoto, 2004, "Market Reaction and Volatility in the Brazilian Stock Market," Finance, University Library of Munich, Germany, number 0412020, Dec.
- Asquith, Paul & Mikhail, Michael & Au, Andrea, 2004, "Information Content of Equity Analyst Reports," Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management, number 4264-02, Nov.
- Pavlova, Anna & Rigobon, Roberto, 2004, "Asset Prices and Exchange Rates," Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management, number 4322-03, Nov.
- David Bolder & Grahame Johnson & Adam Metzler, 2004, "An Empirical Analysis of the Canadian Term Structure of Zero-Coupon Interest Rates," Staff Working Papers, Bank of Canada, number 04-48, DOI: 10.34989/swp-2004-48.
- Gregory Bauer & Clara Vega, 2004, "The Monetary Origins of Asymmetric Information in International Equity Markets," Staff Working Papers, Bank of Canada, number 04-47, DOI: 10.34989/swp-2004-47.
- Anthony W. Lynch & Sinan Tan, 2004, "Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks and State-Dependent Transaction Costs," NBER Working Papers, National Bureau of Economic Research, Inc, number 10994, Dec.
- Item repec:att:bielme:2004351 is not listed on IDEAS anymore
Printed from https://ideas.repec.org/n/nep-fmk/2004-12-20.html