Report NEP-FMK-2005-02-13

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:

• Gaspar, Vitor & Pérez-Quirós, Gabriel & Rodriguez Mendizabal, Hugo, 2004, "Interest Rate Determination in the Interbank Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4516, Aug.
• Rey, Hélène & Hau, Harald, 2004, "Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows and Exchange Rates?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4517, Aug.
• Thesmar, David & Sraer, David, 2004, "Performance and Behaviour of Family Firms: Evidence from the French Stock Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4520, Aug.
• Vitale, Paolo, 2004, "A Guided Tour of the Market Microstructure Approach to Exchange Rate Determination," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4530, Aug.
• Vitale, Paolo & Breedon, Francis, 2004, "An Empirical Study of Liquidity and Information Effects of Order Flow on Exchange Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4586, Aug.
• Brunnermeier, Markus & Pedersen, Lasse Heje, 2004, "Predatory Trading," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4639, Sep.
• Cespa, Giovanni, 2004, "Information Sales and Insider Trading," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4667, Oct.
• Yafeh, Yishay & Ber, Hedva, 2004, "Can Venture Capital Funds Pick Winners? Evidence from Pre-IPO Survival Rates and Post-IPO Performance," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4672, Oct.
• Bossaerts, Peter, 2004, "Equilibrium of Real Financial Markets: Theory and Experimental Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4673, Oct.
• Weber, Martin & Norden, Lars, 2004, "The Comovement of Credit Default Swap, Bond and Stock Markets: An Empirical Analysis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4674, Oct.
• Flood, Robert P & Rose, Andrew, 2004, "Estimating the Expected Marginal Rate of Substitution: Exploiting Idiosyncratic Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4684, Oct.
• Acharya, Viral & Pedersen, Lasse Heje, 2004, "Asset Pricing with Liquidity Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4718, Oct.
• Kandel, Shmuel & Zilca, Shlomo, 2004, "A Variance Ratio Related Prediction Tool with Application to the NYSE Index 1825-2002," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4729, Nov.
• Item repec:dgr:eureri:30002030 is not listed on IDEAS anymore

• Andy Snell & Ian Tonks, 1998, "The Profitability of Block Trades in Auction and Dealer Markets," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 9, Oct.
• Item repec:fra:franaf:145 is not listed on IDEAS anymore

• Hjalmarsson, Erik, 2005, "On the Predictability of Global Stock Returns," Working Papers in Economics, University of Gothenburg, Department of Economics, number 161, Feb.
• Carlo Favero & Marco Pagano & Ernst-Ludwig von Thadden, 2005, "Valutation, Liquidity and Risk in Government Bond Markets," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 281.
• Johann Scharler, 2004, "Understanding the Stock Market’s Response to Monetary Policy Shocks," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 93, Dec.
• Josep Perello & Jaume Masoliver & Jean-Philippe Bouchaud, 2003, "Multiple time scales in volatility and leverage correlation: A stochastic volatility model," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 50001, Feb.
• Didier Sornette & Anders Johansen & Jean-Philippe Bouchaud, 1995, "Stock market crashes, precursors and replicas," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500018, Oct.
• Marc Potters & Jean-Philippe Bouchaud, 2003, "Comment on: "Two-phase behaviour of financial markets"," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 50002, Apr.
• Matthieu Wyart & Jean-Philippe Bouchaud, 2003, "Self-referential behaviour, overreaction and conventions in financial markets," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500020, Mar.
• Irene Giardina & Jean-Philippe Bouchaud, 2002, "Bubbles, crashes and intermittency in agent based market models," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500022, Jun.
• Jean-Philippe Bouchaud, 2000, "Power-laws in economics and finance: some ideas from physics," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500023, Aug.
• Irene Giardina & Jean-Philippe Bouchaud & Marc Mezard, 2001, "Microscopic models for long ranged volatility correlations," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500024, Jan.
• Jean-Philippe Bouchaud & Rama Cont, 1998, "A Langevin approach to stock market fluctuations and crashes," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500027, Jan.
• Rama Cont & Jean-Philippe Bouchaud, 1997, "Herd behavior and aggregate fluctuations in financial markets," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500028, Dec.
• Marc Potters & Rama Cont & Jean-Philippe Bouchaud, 1996, "Financial markets as adaptative systems," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500037, Sep.
• Jean-Philippe Bouchaud & Nicolas Sagna & Rama Cont & Nicole El-Karoui & Marc Potters, 1997, "Phenomenology of the interest rate curve," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500048, Dec.
• Item repec:wvu:wpaper:04-11 is not listed on IDEAS anymore

Report NEP-FMK-2005-02-13

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: