Report NEP-FMK-2009-10-24

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.

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Other reports in NEP-FMK

The following items were announced in this report:

• Park, A. & Sgroi, D., 2009. "Herding, Contrarianism and Delay in Financial Market Trading," Cambridge Working Papers in Economics 0941, Faculty of Economics, University of Cambridge.
• Schroeder, Gerhard, 2009. "Volatility Indexes seem to point to the Past," MPRA Paper 18025, University Library of Munich, Germany.
• Silvia Muzzioli, 2009. "The skew pattern of implied volatility in the DAX index options market," Department of Economics 0617, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
• Chatayan Wiphatthanananthakul & Michael McAleer, 2009. "A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options," CIRJE F-Series CIRJE-F-672, CIRJE, Faculty of Economics, University of Tokyo.
• Gregory James & Michail Karoglou, 2009. "Financial Liberalisation and Stock Market Volatility: The Case of Indonesia," Discussion Paper Series 2009_11, Department of Economics, Loughborough University, revised Sep 2009.
• Karl Aiginger, 2009. "The Current Economic Crisis: Causes, Cures and Consequences," WIFO Working Papers 341, WIFO.