Report NEP-FMK-2001-10-01

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:

• Paul A. Gompers & Josh Lerner, 2001. "The Really Long-Run Performance of Initial Public Offerings: The Pre-NASDAQ Evidence," NBER Working Papers 8505, National Bureau of Economic Research, Inc.
• Haizhou Huang & Chenggang Xu, 2000. "Financial Institutions, Financial Contagion, and Financial Crises," William Davidson Institute Working Papers Series 316, William Davidson Institute at the University of Michigan.
• Andrew Clare & Roger Courtenay, 2001. "Assessing the impact of macroeconomic news announcements on securities prices under different monetary policy regimes," Bank of England working papers 125, Bank of England.
• Eric Nowak & Alexandra Gropp, 2000. "Ist der Ablauf der Lock-up-Frist bei Neuemissionen ein kursrelevantes Ereignis," Working Paper Series: Finance and Accounting 63, Department of Finance, Goethe University Frankfurt am Main.
• Sebastian Edwards & Raul Susmel, 2001. "Volatility Dependence and Contagion in Emerging Equity Markets," NBER Working Papers 8506, National Bureau of Economic Research, Inc.
• Thomas J. Flavin & Michael R. Wickens, 2000. "Global Asset Allocation with Time-varying Risk," Economics Department Working Paper Series n1020800, Department of Economics, National University of Ireland - Maynooth.
• Thomas J. Flavin & Michele G. Limosani, 2000. "Explaining European Short-term Interest Rate Differentials: An Application of Tobin's Portfolio Theory," Economics Department Working Paper Series n1000500, Department of Economics, National University of Ireland - Maynooth.
• Andrew Clare & Ilias Lekkos, 2000. "An analysis of the relationship between international bond markets," Bank of England working papers 123, Bank of England.
• Andrew W. Lo & Dmitry V. Repin, 2001. "The Psychophysiology of Real-Time Financial Risk Processing," NBER Working Papers 8508, National Bureau of Economic Research, Inc.
• Bruce Kogut & Andrew Spicer, 2000. "Institutional Technology and the Chains of Trust: Capital Markets and Privatization in Russia and the Czech Republic," William Davidson Institute Working Papers Series 335, William Davidson Institute at the University of Michigan.
• Item repec:fra:franaf:53 is not listed on IDEAS anymore

• Torben G. Andersen & Luca Benzoni & Jesper Lund, 2001. "An Empirical Investigation of Continuous-Time Equity Return Models," NBER Working Papers 8510, National Bureau of Economic Research, Inc.
• Klaus Weber & Gerald F. Davis, 2000. "The Global Spread of Stock Exchange, 1980-1998," William Davidson Institute Working Papers Series 341, William Davidson Institute at the University of Michigan.
• Charles M. Jones & Owen A. Lamont, 2001. "Short Sale Constraints and Stock Returns," NBER Working Papers 8494, National Bureau of Economic Research, Inc.
• Nicola Anderson & John Sleath, 2001. "New estimates of the UK real and nominal yield curves," Bank of England working papers 126, Bank of England.
• Item repec:fra:franaf:57 is not listed on IDEAS anymore

• Robert R Bliss & Nikolaos Panigirtzoglou, 2000. "Testing the stability of implied probability density functions," Bank of England working papers 114, Bank of England.
• Simon Hayes, 2001. "Leading indicator information in UK equity prices: an assessment of economic tracking portfolios," Bank of England working papers 137, Bank of England.