Report NEP-FMK-2012-04-10

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:

• Item repec:dgr:uvatin:20120033 is not listed on IDEAS anymore

• JOhnny Kang & Tapio Pekkala & Christopher Polk & Ruy Ribeiro, 2011. "Stock prices under pressure; How tax and interest rates drive returns at the turn of the tax year," FMG Discussion Papers dp671, Financial Markets Group.
• Hongjun Yan & Jinfan Zhang & Dong Lou, 2011. "Anticipated and Repeated Shocks in Liquid Markets," FMG Discussion Papers dp684, Financial Markets Group.
• Philippe Mueller & Andrea Vedolin & Yu-min Yen, 2012. "Bond Variance Risk Premia," FMG Discussion Papers dp699, Financial Markets Group.
• Philippe Mueller & Andrea Vedolin & Hao Zhou, 2011. "Short Run Bond Risk Premia," FMG Discussion Papers dp686, Financial Markets Group.
• Zhiguo He & Wei Xiong, 2012. "Debt Financing in Asset Markets," NBER Working Papers 17935, National Bureau of Economic Research, Inc.
• Mikhail Chernov & Alexander S.Gorbenko & Igor Makarov, 2011. "CDS Auctions," FMG Discussion Papers dp688, Financial Markets Group.
• Antoine Martin & David Skeie & Ernst-Ludig von Thadden, 2011. "Repo Runs," FMG Discussion Papers dp687, Financial Markets Group.
• Suleyman Basak & Georgy Chabakauri, 2011. "Dynamic Hedging in Incomplete Markets: A Simple Solution," FMG Discussion Papers dp680, Financial Markets Group.
• Maik Dierkes & Carsten Erner & Thomas Langer & Lars Norden, 2012. "Business credit information sharing and default risk of private firms," Mo.Fi.R. Working Papers 64, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.