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Report NEP-FMK-2012-09-30
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:
- Doidge, Craig & Karolyi, George Andrew & Stulz, Rene M., 2012, "Financial Globalization and the Rise of IPOs outside the U.S," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2012-13, Jul.
- Michael J. Fleming, 2012, "Federal Reserve liquidity provision during the financial crisis of 2007-2009," Staff Reports, Federal Reserve Bank of New York, number 563.
- Aitor Erce, 2012, "Does the IMF´s official support affect sovereign bond maturities?," Working Papers, Banco de España, number 1231, Sep.
- John Y. Campbell & Stefano Giglio & Christopher Polk & Robert Turley, 2012, "An Intertemporal CAPM with Stochastic Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 18411, Sep.
- Juho Kanniainen & Robert Pich'e, 2012, "Stock Price Dynamics and Option Valuations under Volatility Feedback Effect," Papers, arXiv.org, number 1209.4718, Sep.
- Ya-Chun Gao & Shi-Min Cai & Bing-Hong Wang, 2012, "Hierarchical structure of stock price fluctuations in financial markets," Papers, arXiv.org, number 1209.4175, Sep.
- R. Krishnan & Vinod Mishra, 2012, "Intraday Liquidity Patterns in Indian Stock Market," Monash Economics Working Papers, Monash University, Department of Economics, number 34-12, Sep.