Report NEP-FMK-2011-12-19

This 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.

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Other reports in NEP-FMK

The following items were announced in this report:

• Peter Christoffersen & Hugues Langlois, 2011. "The Joint Dynamics of Equity Market Factors," CREATES Research Papers 2011-45, Department of Economics and Business Economics, Aarhus University.
• Peter Christoffersen & Ruslan Goyenko & Kris Jacobs & Mehdi Karoui, 2011. "Illiquidity Premia in the Equity Options Market," CREATES Research Papers 2011-43, Department of Economics and Business Economics, Aarhus University.
• Juan M. Londono, 2011. "The variance risk premium around the world," International Finance Discussion Papers 1035, Board of Governors of the Federal Reserve System (U.S.).
• Item repec:dgr:kubcen:2011128 is not listed on IDEAS anymore

• Narayan, Seema & Narayan, Paresh Kumar, 2011. "Did the US macroeconomic conditions affect Asian stock markets?," Working Papers fe_2011_13, Deakin University, Department of Economics.
• Nuno Soares & Andrew W. Stark, 2011. "Is there an accruals or a cash flow anomaly in UK stock returns?," CEF.UP Working Papers 1107, Universidade do Porto, Faculdade de Economia do Porto.