This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Report NEP-MST-2006-10-21
This is the archive for NEP-MST , a report on new working papers in the area of Market Microstructure. Thanos Verousis issued this report. It is usually issued weekly.Subscribe to this report: email or RSS Other reports in NEP-MST
The following items were anounced in this report:
Lanne , Markku & Vesala , Timo, 2006.
"The effect of a transaction tax on exchange rate volatility Research Discussion Papers
11/2006, Bank of Finland.
[Downloadable!] Vuorenmaa , Tommi, 2005.
"A wavelet analysis of scaling laws and long-memory in stock market volatility Research Discussion Papers
27/2005, Bank of Finland.
[Downloadable!] Chollete, Lorán & Næs, Randi & Skjeltorp, Johannes A., 2006.
"Pricing Implications of Shared Variance in Liquidity Measures Discussion Papers
2006/9, Department of Finance and Management Science, Norwegian School of Economics and Business Administration, revised 21 Jun 2007.
[Downloadable!] This page was last updated on 2009-11-29.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .