Report NEP-FMK-2009-11-21

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:

• Fernandez, Pablo & Bermejo, Vicente J., 2009. "Shareholder value creators in the Dow Jones: Year 2008," IESE Research Papers D/826, IESE Business School.
• Marco Taboga, 2009. "The riskiness of corporate bonds," Temi di discussione (Economic working papers) 730, Bank of Italy, Economic Research and International Relations Area.
• Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2009. "A Framework for CAPM with Heterogenous Beliefs," Research Paper Series 254, Quantitative Finance Research Centre, University of Technology, Sydney.
• Dimitrios Vortelinos, 2009. "The Economic Value of Volatility Timing in the Athens Stock Exchange," Working Papers 00046, University of Peloponnese, Department of Economics.
• Dimitrios Vortelinos & Dimitrios Thomakos, 2009. "Realized Volatility and Jumps in the Athens Stock Exchange," Working Papers 00044, University of Peloponnese, Department of Economics.
• Cristina Belciuganu, 2009. "Spillover effect: A study for major capital markets and Romania capital market," Advances in Economic and Financial Research - DOFIN Working Paper Series 29, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB.
• Florin Stanciu, 2009. "Asymmetric Conditional Volatility on the Romanian Stock Market," Advances in Economic and Financial Research - DOFIN Working Paper Series 32, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB.