Printed from https://ideas.repec.org/n/nep-fmk/2009-06-17.html
Report NEP-FMK-2009-06-17
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:
- Peter C.B. Phillips & Yangru Wu & Jun Yu, 2009, "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1699, Jun.
- Chirok Han & Jin Seo Cho & Peter C.B. Phillips, 2009, "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1701, Jun.
- Ion POPESCU & Victor STOICA & Alexandrina MERUTA, 2009, "Was the stock exchange crisis of 2007 predictable?," Papers, Osterreichish-Rumanischer Akademischer Verein, number 2009/12, Jun.
- Kateryna Shapovalova & Alexander Subbotin, 2009, "Predicting Stock Returns in a Cross-Section: Do Individual Firm Characteristics Matter?," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09037, May.
- Anthony Tay & Jacques Olivier, 2008, "Time-Varying Incentives in the Mutual Fund Industry," Working Papers, Singapore Management University, School of Economics, number 10-2008, Mar, revised Jun 2008.
- Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2009, "A Risk Management Approach for Portfolio Insurance Strategies," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09034, May.
- Fares Triki, 2009, "Leverage Bubbles," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09039, May.
- Francesco Audrino & Kameliya Filipova, 2009, "Yield Curve Predictability, Regimes, and Macroeconomic Information: A Data-Driven Approach," University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen, number 2009-10, May.