Report NEP-FMK-2005-01-09This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Erik Schloegl issued this report. It is usually issued weekly.
The following items were announced in this report:
- Gultekin Isiklar, 2005. "Structural VAR identification in asset markets using short-run market inefficiencies," Econometrics 0501001, University Library of Munich, Germany, revised 02 Jan 2005.
- Eric Zitzewitz, 2005. "How Widespread is Late Trading in Mutual Funds?," Finance 0501002, University Library of Munich, Germany.