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Report NEP-FMK-2009-11-14
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:
- Besancenot, Damien & Vranceanu, Radu, 2009, "Banks’ risk race: a signaling explanation," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 09007, Oct.
- Fernandez, Pablo & Aguirreamalloa, Javier & Liechtenstein, Heinrich, 2009, "The equity premium puzzle: High required equity premium, undervaluation and self fulfilling prophecy," IESE Research Papers, IESE Business School, number D/821, Sep.
- Fernandez, Pablo, 2009, "Betas used by professors: A survey with 2,500 answers," IESE Research Papers, IESE Business School, number D/822, Sep.
- Cathy Ning, 2009, "Extreme Dependence in International Stock Markets," Working Papers, Toronto Metropolitan University, Department of Economics, number 008, Nov.
- Öller, L-E & Stockhammar, P, 2009, "Density forecasting of the Dow Jones share index," MPRA Paper, University Library of Munich, Germany, number 18582.
- Masato Ubukata, 2009, "Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 09-30, Sep.