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. Erik Schlogl 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, Department of Economics and Business Economics, Aarhus University, number 2011-45, Sep.
• Peter Christoffersen & Ruslan Goyenko & Kris Jacobs & Mehdi Karoui, 2011, "Illiquidity Premia in the Equity Options Market," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-43, Apr.
• Juan M. Londono, 2011, "The variance risk premium around the world," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1035.
• 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, Deakin University, Department of Economics, number fe_2011_13, Jan, DOI: 10.1016/j.asieco.2012.05.001.
• Nuno Soares & Andrew W. Stark, 2011, "Is there an accruals or a cash flow anomaly in UK stock returns?," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 1107, Dec.