Printed from https://ideas.repec.org/n/nep-fmk/2011-11-21.html
Report NEP-FMK-2011-11-21
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:
- Gabriel Desgranges & Stéphane Gauthier, 2011, "Privileged information exacerbates market volatility," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00639813, Oct.
- Item repec:ros:wpaper:121 is not listed on IDEAS anymore
- Massimiliano Caporin & Angelo Ranaldo, 2011, "On the Predictability of Stock Prices: a Case for High and Low Prices," Working Papers, Swiss National Bank, number 2011-11.
- Tim Bollerslev & James Marrone & Lai Xu & Hao Zhou, 2011, "Stock return predictability and variance risk premia: statistical inference and international evidence," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-52.
- Argimiro Arratia & Alejandra Caba~na, 2011, "Tracing the temporal evolution of clusters in a financial stock market," Papers, arXiv.org, number 1111.3127, Nov.
- Subhani, Muhammad Imtiaz & Osman, Ms. Amber, 2011, "Stock Market Reactions due to Announcements of Consumer Price Index and the Investigation of Endogeneity," MPRA Paper, University Library of Munich, Germany, number 34725.
- Wassim Daher & Fida Karam & Leonard J. Mirman, 2011, "Insider Trading with Different Market Structures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00639657, Aug.
- Vladimir Vovk, 2011, "A simplified Capital Asset Pricing Model," Papers, arXiv.org, number 1111.2846, Nov.
- Subhani, Muhammad Imtiaz & Hasan, Syed Akif & Mehar, Dr. Ayub & Osman, Ms. Amber, 2011, "Are the Major South Asian Equity Markets Co-Integrated?," MPRA Paper, University Library of Munich, Germany, number 34737, revised 2011.
- Masahiro Inoguchi, 2011, "Stock Prices Of Domestic Banking Sector And External Shocks In East Asia," Asia Pacific Economic Papers, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University, number 393.
- Marie-Noëlle Calès & Dominique Chabert & Walid Hichri & Nadège Marchand, 2011, "The reform of European securities settlement systems : Towards an integrated financial market," Post-Print, HAL, number halshs-00639957.
- Timothy Bianco & Ryan Eiben & Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong, 2011, "The financial stress index: identification of systemic risk conditions," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1130.
- Dominique Guegan & Bertrand Hassani, 2011, "Operational risk: A Basel II++ step before Basel III," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00639484.