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-2007-03-24
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:
Brunnermeier, Markus K & Pedersen, Lasse Heje, 2007.
"Market Liquidity and Funding Liquidity CEPR Discussion Papers
6179, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Torben G. Andersen & Tim Bollerslev & Dobrislav Dobrev, 2007.
"No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications NBER Working Papers
12963, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Andersson, Patric & Tour, Richard, 2005.
"How to Sample Behavior and Emotions of Traders: A Psychological Approach and an Empirical Example Sonderforschungsbereich 504 Publications
05-30, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
[Downloadable!] This page was last updated on 2009-12-6.
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 .