New Research in Financial Markets

New Research in Financial Markets

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In recent years, European financial economists have been brought together, via research projects and conferences, by the Centre for Economic Policy Research (CEPR). These fruitful interactions have contributed to the development of financial economics in Europe, and have generated a strong flow of interesting writing---both theoretical and empirical---in the fields of financial markets and corporate finance. The chapters in this volume and its companion volume, Corporate Finance andBaking: A Readerq, reflect the depth and breadth of the research interests of European scholars in financial economics. The analysis of financial markets presented in this collection enhances our understanding of asset pricing, both in the context of perfect markets and in the context of market imperfections, such as asymmetric information. Those chapters that appear in qCorporate Finance and Bankingq further our understanding of the interaction between business cycle and financial imperfections, IPOs, takeover bids, and the interplay between banks and financial markets. Together, these two volumes comprise an authoritative and invaluable reference tool for scholars and others working in the fields of finance, corporate finance, and monetary economics.qImplied Volatility Functions: Empirical Tests BERNARD DUMAS, JEFF FLEMING, AND ROBERT E. WHALEY Expected future volatility plays a central role in finance theory. Consequently, accurately estimating this parameter is crucial toanbsp;...

Title:New Research in Financial Markets
Author: Bruno Biais, Marco Pagano
Publisher:Oxford University Press on Demand - 2001

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