Report NEP-MST-2007-02-17

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Other reports in NEP-MST

The following items were anounced in this report:

• Natasha Khan, 2007. "Impact of Electronic Trading Platforms on the Brokered Interdealer Market for Government of Canada Benchmark Bonds," Working Papers 07-5, Bank of Canada. [Downloadable!]
• Christopher Chung & Bryan Campbell & Scott Hendry, 2007. "Price Discovery in Canadian Government Bond Futures and Spot Markets," Working Papers 07-4, Bank of Canada. [Downloadable!]
• Anthony Murphy & Marwan Izzeldin, 2006. "Order flow transaction clock and normality of asset returns: A comment on Ané and Geman (2000)," Working Papers 003090, Lancaster University Management School, Economics Department. [Downloadable!]
• Nicolas Melissas, 2007. "The Trader, the Market Maker, his Guru and her Information," Working Papers 0702, Centro de Investigacion Economica, ITAM. [Downloadable!]
• Zdravetz Lazarov, 2005. "Assesing the Economic Significance of the Intra-daily Volatility Seasonalities," School of Economics and Finance Discussion Papers and Working Papers Series 203, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
• Steven Li & Elia Alfay, 2005. "Evidence on the arbitrage efficiency of SPI index futures and options markets," School of Economics and Finance Discussion Papers and Working Papers Series 194, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
• Imen Kouki & Hélène Raymond, 2006. "Analyse microstructurelle du comportement du teneur de marché des changes : étude intra-journalière de l'activité d'un teneur de marché tunisien," EconomiX Working Papers 2006-14, University of Paris West - Nanterre la Défense, EconomiX. [Downloadable!]

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