Report NEP-FMK-2000-05-16

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:

• Andrew W. Lo & Harry Mamaysky & Jiang Wang, 2000. "Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation," NBER Working Papers 7613, National Bureau of Economic Research, Inc.
• Terence C. Mills, 2000. "exchq," Instructional Stata datasets for econometrics exchq, Boston College Department of Economics.
• Terence C. Mills, 2000. "exchd," Instructional Stata datasets for econometrics exchd, Boston College Department of Economics.
• Terence C. Mills, 2000. "sp500d," Instructional Stata datasets for econometrics sp500d, Boston College Department of Economics.
• Terence C. Mills, 2000. "ft30d," Instructional Stata datasets for econometrics ft30d, Boston College Department of Economics.
• Joseph Chen & Harrison Hong & Jeremy C. Stein, 2000. "Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices," NBER Working Papers 7687, National Bureau of Economic Research, Inc.
• Jose De Gregorio & Sebastian Edwards & Rodrigo O. Valdes, 2000. "Controls on Capital Inflows: Do they Work?," NBER Working Papers 7645, National Bureau of Economic Research, Inc.
• Robert J. Hodrick & Xiaoyan Zhang, 2000. "Evaluating the Specification Errors of Asset Pricing Models," NBER Working Papers 7661, National Bureau of Economic Research, Inc.
• Jennifer L. Blouin & Jana Smith Raedy & Douglas A. Shackelford, 2000. "Capital Gains Taxes and Stock Reactions to Quarterly Earnings Announcements," NBER Working Papers 7644, National Bureau of Economic Research, Inc.
• Item repec:nbr:nberre:0121 is not listed on IDEAS anymore

• Andrew W. Lo & Jiang W. Wang, 2000. "Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory," NBER Working Papers 7625, National Bureau of Economic Research, Inc.
• Jonathan Lewellen & Jay Shanken, 2000. "Estimation Risk, Market Efficiency, and the Predictability of Returns," NBER Working Papers 7699, National Bureau of Economic Research, Inc.
• Daekeun Park & Changyong Rhee, 2000. "Measuring the Degree of Currency Misalignment Using Offshore Forward Exchange Rates: The Case of the Korean Financial Crisis," RCER Working Papers 470, University of Rochester - Center for Economic Research (RCER).
• Terence C. Mills, 2000. "stockw," Instructional Stata datasets for econometrics stockw, Boston College Department of Economics.
• Paul Mylonas & Sebastian Schich & Gert Wehinger, 2000. "A Changing Financial Environment and the Implications for Monetary Policy," OECD Economics Department Working Papers 243, OECD Publishing.
• José Penalva, 2000. "Insurance with frequent trading: A dynamic analysis of efficient insurance markets," Economics Working Papers 460, Department of Economics and Business, Universitat Pompeu Fabra.
• Terence C. Mills, 2000. "rs-r20," Instructional Stata datasets for econometrics rs-r20, Boston College Department of Economics.
• Terence C. Mills, 2000. "sp500a," Instructional Stata datasets for econometrics sp500a, Boston College Department of Economics.
• Bart Hobijn & Boyan Jovanovic, 2000. "The Information Technology Revolution and the Stock Market: Evidence," NBER Working Papers 7684, National Bureau of Economic Research, Inc.
• José Penalva, 2000. "Full insurance, asymmetric information and genetic testing," Economics Working Papers 461, Department of Economics and Business, Universitat Pompeu Fabra.
• Item repec:nbr:nberre:1655 is not listed on IDEAS anymore

• Terence C. Mills, 2000. "fta," Instructional Stata datasets for econometrics fta, Boston College Department of Economics.
• Terence C. Mills, 2000. "rsq-20-r," Instructional Stata datasets for econometrics rsq-20-r, Boston College Department of Economics.
• Francois Degeorge & Dirk Jenter & Alberto Moel & Peter Tufano, 2000. "Selling Company Shares to Reluctant Employees: France Telecom's Experience," NBER Working Papers 7683, National Bureau of Economic Research, Inc.
• Bennett T. McCallum, 2000. "Theoretical Analysis Regarding a Zero Lower Bound on Nominal Interest Rates," NBER Working Papers 7677, National Bureau of Economic Research, Inc.
• Kent D. Daniel & David Hirshleifer & Avanidhar Subrahmanyam, 2000. "Covariance Risk, Mispricing, and the Cross Section of Security Returns," NBER Working Papers 7615, National Bureau of Economic Research, Inc.
• Lucian Arye Bebchuk, 2000. "Using Options to Divide Value in Corporate Bankruptcy," NBER Working Papers 7614, National Bureau of Economic Research, Inc.
• Item repec:nbr:nberre:1615 is not listed on IDEAS anymore