Report NEP-FMK-2011-08-09

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:

• Sharma, Susan Sunila & Narayan, Paresh Kumar, 2011. "The January and turn-of-the-month effect on firm returns and return volatility," Working Papers fe_2011_01, Deakin University, Department of Economics.
• Wanfeng Yan & Reda Rebib & Ryan Woodard & Didier Sornette, 2011. "Detection of Crashes and Rebounds in Major Equity Markets," Papers 1108.0077, arXiv.org.
• Itzhak Venezia & Amrut Nashikkar & Zur Shapira, 2011. "Firm specific and macro herding by professional and amateur investors and their effects on market volatility," Discussion Paper Series dp586, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
• Richard C. K. Burdekin & Pierre L. Siklos, 2011. "Enter the Dragon: Interactions between Chinese, US and Asia-Pacific Equity Markets, 1995-2010," Working Papers 232011, Hong Kong Institute for Monetary Research.
• Granturco Mariagrazia & Maria Grazia Miele, 2011. "The Italian private equity funds: an analysis of the portfolio companies� economic and financial conditions," Questioni di Economia e Finanza (Occasional Papers) 98, Bank of Italy, Economic Research and International Relations Area.