Report NEP-FMK-2004-02-08

This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Erik Schloegl issued this report. It is usually issued weekly.

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Other reports in NEP-FMK

The following items were announced in this report:

• René Garcia & Eric Ghysels & Eric Renault, 2004. "The Econometrics of Option Pricing," CIRANO Working Papers 2004s-04, CIRANO.
• Jeremy Large, 2004. "Cancellation and uncertainty aversion on limit order books," OFRC Working Papers Series 2004fe04, Oxford Financial Research Centre.
• Item repec:att:belgnw:200341 is not listed on IDEAS anymore

• Item repec:dgr:kubcen:2003131 is not listed on IDEAS anymore

• Fernando Rubio, 2004. "Corte Transversal De Los Retornos Esperados En El Mercado Accionario Chileno," Finance 0402002, University Library of Munich, Germany.
• Daniella Acker & Nigel W. Duck, 2004. "Estimating Betas and Stock-Return Correlations From Monthly Data: A Warning Note," Bristol Economics Discussion Papers 04/557, School of Economics, University of Bristol, UK.
• Fernando Rubio, 2004. "Simple Trading Rules: Trading On Ibex At Meff," Finance 0402001, University Library of Munich, Germany, revised 28 Jul 2005.
• Michael Magill, 2004. "Demography and the Stock Market," Theory workshop papers 658612000000000080, UCLA Department of Economics.