Report NEP-FMK-2009-06-17

This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-FMK

The following items were announced in this report:

• Peter C.B. Phillips & Yangru Wu & Jun Yu, 2009. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Cowles Foundation Discussion Papers 1699, Cowles Foundation for Research in Economics, Yale University.
• Chirok Han & Jin Seo Cho & Peter C.B. Phillips, 2009. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Cowles Foundation Discussion Papers 1701, Cowles Foundation for Research in Economics, Yale University.
• POPESCU, Ion & STOICA, Victor & MERUTA, Alexandrina, 2009. "Was the stock exchange crisis of 2007 predictable?," Papers 2009/12, Osterreichish-Rumanischer Akademischer Verein.
• Kateryna Shapovalova & Alexander Subbotin, 2009. "Predicting Stock Returns in a Cross-Section: Do Individual Firm Characteristics Matter?," Documents de travail du Centre d'Economie de la Sorbonne 09037, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Anthony Tay & Jacques Olivier, 2008. "Time-Varying Incentives in the Mutual Fund Industry," Working Papers 10-2008, Singapore Management University, School of Economics, revised Jun 2008.
• Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2009. "A Risk Management Approach for Portfolio Insurance Strategies," Documents de travail du Centre d'Economie de la Sorbonne 09034, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Fares Triki, 2009. "Leverage Bubbles," Documents de travail du Centre d'Economie de la Sorbonne 09039, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Francesco Audrino & Kameliya Filipova, 2009. "Yield Curve Predictability, Regimes, and Macroeconomic Information: A Data-Driven Approach," University of St. Gallen Department of Economics working paper series 2009 2009-10, Department of Economics, University of St. Gallen.