Report NEP-FMK-2011-08-22
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:
- Laurent Schoeffel, 2011, "About the non-random Content of Financial Markets," Papers, arXiv.org, number 1108.3155, Aug, revised Aug 2011.
- Aloud, Monira & Tsang, Edward & Olsen, Richard & Dupuis, Alexandre, 2011, "A directional-change events approach for studying financial time series," Economics Discussion Papers, Kiel Institute for the World Economy, number 2011-28.
- Lawrence R. Cordell & Yilin Huang & Meredith Williams, 2011, "Collateral damage: Sizing and assessing the subprime CDO crisis," Working Papers, Federal Reserve Bank of Philadelphia, number 11-30.
- Item repec:imf:imfwpa:11/187 is not listed on IDEAS anymore
- Syed ali, Raza & Syed tehseen, jawaid & Imtiaz, arif & Fahim, qazi, 2011, "Validity of capital asset pricing model: evidence from Karachi stock exchange," MPRA Paper, University Library of Munich, Germany, number 32737, Jun.
Printed from https://ideas.repec.org/n/nep-fmk/2011-08-22.html