Report NEP-RMG-2004-01-12This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.
The following items were announced in this report:
- Owen A. Lamont & Jeremy C. Stein, 2004. "Aggregate Short Interest and Market Valuations," NBER Working Papers 10218, National Bureau of Economic Research, Inc.
- Henning Curti, . "Agents and Brokers as Intermediaries: Their Regulation in Germany," German Working Papers in Law and Economics 2003-1-1069, Berkeley Electronic Press.
- Jingzhi Huang & Liuren Wu, 2004. "Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes," Finance 0401002, EconWPA.
- William Goetzmann & Evan g. Gatev & K. Geert Rouwenhorst, 1998. "Pairs Trading: Performance of a Relative Value Arbitrage Rule," Yale School of Management Working Papers ysm3, Yale School of Management.
- Tsutomu Watanabe & Mitsuru Iwamura, 2003. "Price Level Dynamics in a Liquidity Trap," Discussion papers 03002, Research Institute of Economy, Trade and Industry (RIETI).
- Brian J. Henderson & Narasimhan Jegadeesh & Michael S. Weisbach, 2004. "World Markets for Raising New Capital," NBER Working Papers 10225, National Bureau of Economic Research, Inc.
- Hans-Bernd Schäfer, . "Efficient Third Party Liability of Auditors in Tort Law and in Contract Law," German Working Papers in Law and Economics 2003-1-1074, Berkeley Electronic Press.
- Liuren Wu, 2004. "Dampened Power Law: Reconciling the Tail Behavior of Financial Security Returns," Finance 0401001, EconWPA.