Report NEP-FMK-2009-11-14

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:

• Besancenot, Damien & Vranceanu, Radu, 2009. "Banks’ risk race: a signaling explanation," ESSEC Working Papers DR 09007, ESSEC Research Center, ESSEC Business School.
• Fernandez, Pablo & Aguirreamalloa, Javier & Liechtenstein, Heinrich, 2009. "The equity premium puzzle: High required equity premium, undervaluation and self fulfilling prophecy," IESE Research Papers D/821, IESE Business School.
• Fernandez, Pablo, 2009. "Betas used by professors: A survey with 2,500 answers," IESE Research Papers D/822, IESE Business School.
• Cathy Ning, 2009. "Extreme Dependence in International Stock Markets," Working Papers 008, Toronto Metropolitan University, Department of Economics.
• Öller, L-E & Stockhammar, P, 2009. "Density forecasting of the Dow Jones share index," MPRA Paper 18582, University Library of Munich, Germany.
• Masato Ubukata, 2009. "Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market," Discussion Papers in Economics and Business 09-30, Osaka University, Graduate School of Economics.