Report NEP-FMK-2002-01-22

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:

• James E. Griffin & Mark F.J. Steel, 2002. "Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility," Econometrics 0201002, University Library of Munich, Germany, revised 04 Apr 2003.
• Jacobson, Tor & Lindh, Thomas & Warne, Anders, 1998. "Growth, Savings, Financial Markets and Markov Switching Regimes," Working Paper Series 69, Sveriges Riksbank (Central Bank of Sweden).
• Barry Eichengreen & Michael D. Bordo, 2002. "Crises Now and Then: What Lessons from the Last Era of Financial Globalization," NBER Working Papers 8716, National Bureau of Economic Research, Inc.
• Sugato Chakravarty, 2002. "Stealth-Trading: Which Traders' Trades Move Stock Prices?," Finance 0201003, University Library of Munich, Germany.
• Sugato Chakravarty & Frederick H. deB. Harris & Robert A. Wood, 2002. "Do Bid-Ask Spreads Or Bid and Ask Depths Convey New Information First?," Econometrics 0201003, University Library of Munich, Germany.
• Ross M. Miller, 2002. "Can Markets Learn to Avoid Bubbles?," Experimental 0201001, University Library of Munich, Germany, revised 07 Jan 2002.
• Luca Rigotti & Chris Shannon=20, 2002. "Uncertainty and Risk in Financial Markets," Game Theory and Information 0201001, University Library of Munich, Germany.
• Edward W. Piotrowski & Jan Sladkowski, "undated". "Trading by Quantum Rules - Quantum Anthropic Principle," Departmental Working Papers 9, University of Bialtystok, Department of Theoretical Physics.
• Sugato Chakravarty & Craig Holden, 2002. "An Integrated Model of Market and Limit Orders," Finance 0201004, University Library of Munich, Germany.
• Alexius, Annika, 2001. "How to Beat the Random Walk," Working Paper Series 175, Trade Union Institute for Economic Research.
• Ali Bora Yigitbasioglu, 2002. "Pricing Convertible Bonds with Interest Rate, Equity, Credit and FX Risk," Finance 0201001, University Library of Munich, Germany.