Report NEP-RMG-2004-01-12

This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.

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Other reports in NEP-RMG

The following items were announced in this report:

• Owen A. Lamont & Jeremy C. Stein, 2004. "Aggregate Short Interest and Market Valuations," NBER Working Papers 10218, National Bureau of Economic Research, Inc.
• Henning Curti, "undated". "Agents and Brokers as Intermediaries: Their Regulation in Germany," German Working Papers in Law and Economics 2003-1-1069, Berkeley Electronic Press.
• Jingzhi Huang & Liuren Wu, 2004. "Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes," Finance 0401002, University Library of Munich, Germany.
• William Goetzmann & Evan g. Gatev & K. Geert Rouwenhorst, 1998. "Pairs Trading: Performance of a Relative Value Arbitrage Rule," Yale School of Management Working Papers ysm3, Yale School of Management.
• Tsutomu Watanabe & Mitsuru Iwamura, 2003. "Price Level Dynamics in a Liquidity Trap," Discussion papers 03002, Research Institute of Economy, Trade and Industry (RIETI).
• Brian J. Henderson & Narasimhan Jegadeesh & Michael S. Weisbach, 2004. "World Markets for Raising New Capital," NBER Working Papers 10225, National Bureau of Economic Research, Inc.
• Hans-Bernd Schäfer, "undated". "Efficient Third Party Liability of Auditors in Tort Law and in Contract Law," German Working Papers in Law and Economics 2003-1-1074, Berkeley Electronic Press.
• Liuren Wu, 2004. "Dampened Power Law: Reconciling the Tail Behavior of Financial Security Returns," Finance 0401001, University Library of Munich, Germany.