Printed from https://ideas.repec.org/n/nep-fmk/2005-01-16.html
Report NEP-FMK-2005-01-16
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:
- Item repec:bon:bonedp:bgse19_2004 is not listed on IDEAS anymore
- Christian Gollier, 2005, "The Consumption-Based Determinants of the Term Structure of Discount Rates," CESifo Working Paper Series, CESifo, number 1375.
- Item repec:dnb:dnbwpp:022 is not listed on IDEAS anymore
- David Goldreich, 2004, "Behavioral Biases of Dealers in U.S. Treasury Auctions," Working Papers, Fondazione Eni Enrico Mattei, number 2004.143, Dec.
- Samita Sareen & Ali Hortacsu, 2004, "Order Flow and the Formation of Dealer Bids: An Analysis of Information and Strategic Behavior in the Government of Canada Securities Auctions," Working Papers, Fondazione Eni Enrico Mattei, number 2004.145, Dec.
- Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2005, "Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis," NBER Working Papers, National Bureau of Economic Research, Inc, number 11018, Jan.
- Wayne E. Ferson & Andrew F. Siegel & Pisun (Tracy) Xu, 2005, "Mimicking Portfolios with Conditioning Information," NBER Working Papers, National Bureau of Economic Research, Inc, number 11020, Jan.
- Wayne E. Ferson & Andrea Heuson & Tie Su, 2005, "Weak and Semi-Strong Form Stock Return Predictability Revisited," NBER Working Papers, National Bureau of Economic Research, Inc, number 11021, Jan.
- Ravi Jagannathan & Yong Wang, 2005, "Consumption Risk and the Cost of Equity Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 11026, Jan.
- Rohit Deo & Clifford Hurvich & Yi Lu, 2005, "Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment," Econometrics, University Library of Munich, Germany, number 0501002, Jan.
- Rohit Deo & Mengchen Hsieh & Clifford Hurvich, 2005, "Tracing the Source of Long Memory in Volatility," Econometrics, University Library of Munich, Germany, number 0501005, Jan.