Econometric Society 57th European Meeting
25th August 2002 - 28th August 2002, Venice, Italy

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JEL Classification: G10
Financial Economics: General Financial Markets: General

The following papers are assigned JEL Classification G10:

  CONDITIONAL HETEROSCEDASTICITY MODEL FOR DISCRETE HIGH-FREQUENCY PRICECHANGES. WITH APPLICATION TO IBM TRADES DATA.
  Time & Location: GARCH MODELS III
Tuesday 27th August 2002, 09:30 - 11:00, Room: 5.5
  Category: Econometrics
  Presenter(s): Koulikov, Dmitri

  EXPECTED AND UNEXPECTED COST OF TRADING IN THE XETRA AUTOMATED AUCTION MARKET
  Time & Location: FINANCIAL ECONOMETRICS IV
Tuesday 27th August 2002, 09:30 - 11:00, Room: 2.1
  Category: Econometrics
  Presenter(s): Beltran Lopez, Helena and Giot, Pierre

  FORECAST ACCURACY AFTER PRETESTING WITH AN APPLICATION TO THE STOCK MARKET
  Time & Location: FORECASTING II
Monday 26th August 2002, 14:30 - 16:00, Room: 5.6
  Category: Econometrics
  Presenter(s): Magnus, Jan

  IMPERFECT COMPETITION IN FINANCIAL MARKETS: ISLAND VS NASDAQ
  Time & Location: Asset Markets I
Sunday 25th August 2002, 09:30 - 11:00, Room: 1.11
  Category: Economic Theory
  Presenter(s): Bisiere, Christophe

  ON THE SIMULTANEITY OF COMPONENTS OF THE TRANSACTION PROCESS
  Time & Location: FINANCIAL ECONOMETRICS IV
Tuesday 27th August 2002, 09:30 - 11:00, Room: 2.1
  Category: Econometrics
  Presenter(s): Gerhard, Frank

  SMALL INCOME EFFECTS DESTROY THE EFFICIENCY OF ALL EQUILIBRIA IN FINANCE ECONOMIES WITH PRODUCTION.
  Time & Location: Microeconomic Theory II
Monday 26th August 2002, 14:30 - 16:00, Room: 4.1
  Category: Economic Theory
  Presenter(s): Grodal, Birgit

Total Papers Listed: 6


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57th European Meeting
25th August 2002 - 28th August 2002, Venice, Italy

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