Printed from https://ideas.repec.org/n/nep-fin/2001-06-08.html
Report NEP-FIN-2001-06-08
This is the archive for NEP-FIN, a report on new working papers in the area of Finance. issued this report. It is usually issued weekly.This report is closed
Other reports in NEP-FIN
The following items were announced in this report:
- Oliver Hart, 2001. "Financial Contracting," NBER Working Papers 8285, National Bureau of Economic Research, Inc.
- Oliver Hart, 2001. "Norms and the Theory of the Firm," NBER Working Papers 8286, National Bureau of Economic Research, Inc.
- Robert R. Bliss, 2000. "The pitfalls in inferring risk from financial market data," Working Paper Series WP-00-24, Federal Reserve Bank of Chicago.
- Longarela, Iñaki R., 2001. "An Extension of Good-Deal Asset Price Bounds," SSE/EFI Working Paper Series in Economics and Finance 0448, Stockholm School of Economics, revised 19 Oct 2001.
- Item repec:rba:rbaacv:1997-14 is not listed on IDEAS anymore
- Martin Lettau, 2001. "Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle?," Staff Reports 130, Federal Reserve Bank of New York.
- Andrew W. Lo & Harry Mamaysky & Jiang Wang, 2001. "Asset Prices and Trading Volume Under Fixed Transactions Costs," NBER Working Papers 8311, National Bureau of Economic Research, Inc.
- Guillermo Llorente & Roni Michaely & Gideon Saar & Jiang Wang, 2001. "Dynamic Volume-Return Relation of Individual Stocks," NBER Working Papers 8312, National Bureau of Economic Research, Inc.
- Michael S. Gibson, 2001. "Incorporating event risk into value-at-risk," Finance and Economics Discussion Series 2001-17, Board of Governors of the Federal Reserve System (U.S.).
- Item repec:rba:rbaacv:1997-15 is not listed on IDEAS anymore
- Item repec:fip:fedawp:2001-08 is not listed on IDEAS anymore
- Brännäs, Kurt & Nordman, Niklas, 2001. "Conditional Skewness Modelling for Stock Returns," Umeå Economic Studies 562, Umeå University, Department of Economics.
- Konan Chan & Louis K. C. Chan & Narasimhan Jegadeesh & Josef Lakonishok, 2001. "Earnings Quality and Stock Returns," NBER Working Papers 8308, National Bureau of Economic Research, Inc.