Report NEP-FMK-2010-07-24This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.
The following items were announced in this report:
- Becchetti, Leonardo & Ceniccola, Claudia & Ciciretti, Rocco, 2010. "Stock Market Reaction to the Global Financial Crisis: the Role of Corporate Governance and Product Quality Ratings in the Lehman Brothers' Event," Sustainable Investment and Corporate Governance Working Papers 2010/14, Sustainable Investment Research Platform.
- Ekaterina Sprenger & Volkhart Vincentz, 2010. "Financial Crisis in Central and Eastern Europe," Memoranda - Policy Papers 48, Institut für Ost- und Südosteuropaforschung (Institute for East and South-East European Studies).
- Paresh Kumar Narayan & Xinwei Zheng, 2010. "Asymmetric Information and Market Collapse," Economics Series 2010_07, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
- Weber, Enzo, 2010. "On the Sources of U.S. Stock Market Comovement," University of Regensburg Working Papers in Business, Economics and Management Information Systems 439, University of Regensburg, Department of Economics.
- Berg, Tim Oliver, 2010. "Exploring the international transmission of U.S. stock price movements," MPRA Paper 23977, University Library of Munich, Germany.
- Eirini Syngelaki, 2010. "Linkages between Excess Currency and Stock Market Returns:Granger Causality in Mean and Variance," Economics, Finance and Accounting Department Working Paper Series n209-10.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
- Pesaran, M. Hashem, 2010. "Predictability of Asset Returns and the Efficient Market Hypothesis," IZA Discussion Papers 5037, Institute for the Study of Labor (IZA).
- Berg, Tim Oliver, 2010. "Do monetary and technology shocks move euro area stock prices?," MPRA Paper 23973, University Library of Munich, Germany.
- Strohsal, Till & Weber, Enzo, 2010. "Mean-Variance Cointegration and the Expectations Hypothesis," University of Regensburg Working Papers in Business, Economics and Management Information Systems 442, University of Regensburg, Department of Economics.
- Weber, Enzo & Wolters, Jürgen, 2010. "Risk and Policy Shocks on the US Term Structure," University of Regensburg Working Papers in Business, Economics and Management Information Systems 438, University of Regensburg, Department of Economics.