Report NEP-FMK-2011-12-19This 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:
- 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
- Seema Narayan & Paresh Kumar Narayan, 2011. "Did the US macroeconomic conditions affect Asian stock markets?," Financial Econometics Series 2011_13, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
- 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.