Report NEP-FMK-2004-07-18

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:

• Marios Panayides, 2004. "The Specialist`s Participation in Quoted Prices and the NYSE`s Price Continuity Rule," Yale School of Management Working Papers ysm442, Yale School of Management.
• Theodore Panagiotidis, 2003. "Market Efficiency and the Euro:The case of the Athens Stock Exchange," Economics and Finance Discussion Papers 03-08, Economics and Finance Section, School of Social Sciences, Brunel University.
• Nicholas Economides, 2004. "The Impact of the Internet on Financial Markets," Finance 0407010, University Library of Munich, Germany.
• Pierre-Cyrille Hautcoeur & Muriel Petit-Konczyk, 2004. "The development of the Paris Bourse in the interwar period. What old and new stock indices tell us," DELTA Working Papers 2004-18, DELTA (Ecole normale supérieure).
• Massimo Massa, 2003. "Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias," Yale School of Management Working Papers ysm31, Yale School of Management.
• Antonio Bernardo & Ivo Welch, 2006. "Liquidity and Financial Market Runs," Yale School of Management Working Papers ysm280, Yale School of Management, revised 01 Aug 2003.
• Ray Fair, 2003. "Events that Shook the Market," Yale School of Management Working Papers ysm307, Yale School of Management.
• Marios Panayides & Andreas Charitou, 2004. "The Role of the Market Maker in International Capital Markets: Challenges and Benefits of Implementation in Emerging Markets," Yale School of Management Working Papers ysm443, Yale School of Management.
• A. Gregoriou & CHRISTOS IOANNIDIS, 2003. "Liquidity Effects due to Information Costs from Changes in the FTSE 100 List," Economics and Finance Discussion Papers 03-02, Economics and Finance Section, School of Social Sciences, Brunel University.
• E Philip Davis, 2003. "Towards A Typology For Systemic Financial Instability," Economics and Finance Discussion Papers 03-20, Economics and Finance Section, School of Social Sciences, Brunel University.
• Item repec:wpa:wuwpif:0407007 is not listed on IDEAS anymore

• A. Gregoriou & CHRISTOS IOANNIDIS, 2003. "GMM and present value tests of the C-CAPM under Transactions Costs: Evidence from the UK stock market," Economics and Finance Discussion Papers 03-01, Economics and Finance Section, School of Social Sciences, Brunel University.
• Corrado Crocetta & Nicola Loperfido, 2003. "Statistical Analysis of the Correlation between Italian and U.S. Stock Returns," Quaderni DSEMS 12-2003, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
• Jakob B Madsen & E Philip Davis, 2003. "Equity Prices, Productivity Growth, And ‘The New Economy’," Economics and Finance Discussion Papers 03-04, Economics and Finance Section, School of Social Sciences, Brunel University.
• Arturo Bris & William N. Goetzmann & Ning Zhu, 2003. "Efficiency and the Bear: Short Sales and Markets around the World," Yale School of Management Working Papers ysm321, Yale School of Management.
• Bryan Mase, 2003. "A Change Of Focus Stock Market Reclassification In The Uk," Economics and Finance Discussion Papers 03-23, Economics and Finance Section, School of Social Sciences, Brunel University.
• John Y. Campbell & Motohiro Yogo, 2003. "Efficient Tests of Stock Return Predictability," NBER Working Papers 10026, National Bureau of Economic Research, Inc.
• Alex Stomper & Wolfgang Aussenegg & Pegaret Pichler, 2004. "IPO Pricing with Bookbuilding and a When-Issued Market," Working Papers 2004.8, Fondazione Eni Enrico Mattei.
• Alex Stomper & Pegaret Pichler, 2004. "Primary Market Design: Direct Mechanisms and Markets," Working Papers 2004.9, Fondazione Eni Enrico Mattei.