Report NEP-FMK-2000-11-29

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:

• Andrei Shleifer & Daniel Wolfenson, 2000. "Investor Protection and Equity Markets," Harvard Institute of Economic Research Working Papers 1906, Harvard - Institute of Economic Research.
• John Y. Campbell & Joao Cocco & Francisco Gomes & Pascal Maenhout & Luis Viceira, 2000. "Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor," Harvard Institute of Economic Research Working Papers 1899, Harvard - Institute of Economic Research.
• Laurent Calvet, 2000. "Forecasting Multifractal Volatility," Harvard Institute of Economic Research Working Papers 1902, Harvard - Institute of Economic Research.
• Fumio Hayashi, 2000. "Is There a Liquidity Effect in the Japanese Market?," Harvard Institute of Economic Research Working Papers 1898, Harvard - Institute of Economic Research.
• John Y. Campbell, 2000. "Asset Pricing at the Millennium," Harvard Institute of Economic Research Working Papers 1897, Harvard - Institute of Economic Research.