Report NEP-FMK-2012-04-17This 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:
- Item repec:ner:toulou:http://neeo.univ-tlse1.fr/3080/ is not listed on IDEAS anymore
- Item repec:pra:mprapa:37980 is not listed on IDEAS anymore
- Michael D. Hurd & Susann Rohwedder, 2012. "Stock Price Expectations and Stock Trading," NBER Working Papers 17973, National Bureau of Economic Research, Inc.
- Peter Lerner, 2012. "Patience vs. Impatience of Stock Traders," Papers 1204.1410, arXiv.org, revised Jun 2014.
- Grazzini, J., 2011. "Experimental Based, Agent Based Stock Market," CeNDEF Working Papers 11-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Leonid Kogan & Dimitris Papanikolaou, 2012. "A Theory of Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks," NBER Working Papers 17975, National Bureau of Economic Research, Inc.
- Babalos, Vassilios & Philippas, Nikolaos & Doumpos, Michael & Zompounidis, Constantin, 2011. "Mutual funds performance appraisal using stochastic multicriteria acceptability analysis," MPRA Paper 37953, University Library of Munich, Germany.
- Bussiere, M. & Hoerova, M. & Klaus, B., 2012. "Commonality in hedge fund returns: driving factors and implications," Working papers 373, Banque de France.
- Rossella Agliardi & Ramazan GenÃ§ay, 2012. "Hedging through a Limit Order Book with Varying Liquidity," Working Paper Series 12_12, The Rimini Centre for Economic Analysis.
- Gunnar Grass, 2012. "Model Implied Credit Spreads," Cahiers de recherche 1219, CIRPEE.