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