BEAR AND BULL MARKET CONDITIONS AND CAPM-BETA INSTABILITY: A BIVARIATE DENSITY ESTIMATION APPROACH

	Presenter(s):	Param Silvapulle, Monash University, AUSTRALIA
	Co-Author(s):	Clive W.J. Granger , University of California, San Diego, UNITED STATES and Hyndman Hyndman, Monash University , AUSTRALIA

A CORE INFLATION INDEX FOR THE EURO AREA

	Presenter(s):	Riccardo Cristadoro , Bank of Italy, ITALY and Giovanni Veronese, Bank of Italy, ITALY
	Co-Author(s):	Mario Forni , University of Modena, ITALY and Lucrezia Reichlin, CEPR, ECARES, Universite Libre de Bruxelles, , BELGIUM

EXPECTED AND UNEXPECTED COST OF TRADING IN THE XETRA AUTOMATED AUCTION MARKET

	Presenter(s):	Helena Beltran Lopez, CORE and UCL, BELGIUM and Pierre Giot, University of Namur, BELGIUM
	Co-Author(s):	Helena Beltran Lopez, CORE and UCL, BELGIUM and Joachim Grammig, CORE, BELGIUM

ON THE SIMULTANEITY OF COMPONENTS OF THE TRANSACTION PROCESS

	Presenter(s):	Frank Gerhard, Nuffield College, University of Oxford, UNITED KINGDOM
	Co-Author(s):	Winfried Pohlmeier, Center of Finance and Econometrics, Konstanz, GERMANY

Total Papers in This session: 4