NEP-MST-2006-11-18

This file is part of IDEAS, which uses RePEc data

Report NEP-MST-2006-11-18

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.

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Other reports in NEP-MST

The following items were anounced in this report:

Takatoshi Ito & Yuko Hashimoto, 2006. "Price Impacts of Deals and Predictability of the Exchange Rate Movements," NBER Working Papers 12682, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Thanasis N. Christodoulopoulos & Ioulia Grigoratou, 2005. "Measuring Liquidity in the Greek Government Securities Market," Working Papers 23, Bank of Greece. [Downloadable!]
Paolo Pellizzari & Arianna Dal Forno, 2006. "A comparison of different trading protocols in an agent-based market," Working Papers 140, Department of Applied Mathematics, University of Venice. [Downloadable!]
Eugene N. White, 2006. "Anticipating the Stock Market Crash of 1929: The View from the Floor of the Stock Exchange," NBER Working Papers 12661, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Reint Gropp & Arjan Kadareja, 2006. "Stale information, shocks and volatility," Working Paper Series 686, European Central Bank. [Downloadable!]
Dimitri Vayanos & Pierre-Olivier Weill, 2006. "A Search-Based Theory of the On-the-Run Phenomenon," NBER Working Papers 12670, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Francesco Bertoluzzo & Marco Corazza, 2006. "Financial trading systems: is recurrent reinforcement the via?," Working Papers 141, Department of Applied Mathematics, University of Venice. [Downloadable!]

This page was last updated on 2008-8-24.

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