Report NEP-FMK-2011-04-02This 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:
- Bartram, Sohnke M. & Brown, Gregory & Stulz, Rene M., 2011. "Why Are U.S. Stocks More Volatile?," Working Paper Series 2011-6, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Ben-David, Itzhak & Franzoni, Francesco & Landier, Augustin & Moussawi, Rabih, 2011. "Do Hedge Funds Manipulate Stock Prices?," Working Paper Series 2011-5, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Missaka Warusawitharana, 2011. "The expected real return to equity," Finance and Economics Discussion Series 2011-14, Board of Governors of the Federal Reserve System (U.S.).
- Aleksandar Mijatovi\'c & Mikhail Urusov, 2011. "A Note on Delta Hedging in Markets with Jumps," Papers 1103.4965, arXiv.org.
- Thornton Matheson, 2011. "Taxing Financial Transactions; Issues and Evidence," IMF Working Papers 11/54, International Monetary Fund.
- Thilo Pausch & Peter Welzel, 2011. "Regulation, Credit Risk Transfer, and Bank Lending," Discussion Paper Series 316, Universitaet Augsburg, Institute for Economics.