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Report NEP-MST-2007-04-28
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:
Marwan Izzeldin, 2007.
"Trading volume and the number of trades: a comparative study using high frequency data Working Papers
004798, Lancaster University Management School, Economics Department.
[Downloadable!] Ingmar Nolte & Sandra Lechner, 2007.
"Customer Trading in the Foreign Exchange Market: Empirical Evidence from an Internet Trading Platform CoFE Discussion Paper
07-03, Center of Finance and Econometrics, University of Konstanz.
[Downloadable!] Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2007.
"An Inflated Multivariate Integer Count Hurdle Model: An Application to Bid and Ask Quote Dynamics CoFE Discussion Paper
07-04, Center of Finance and Econometrics, University of Konstanz.
[Downloadable!] Taro Kanatani & Roberto Reno', 2007.
"Unbiased covariance estimation with interpolated data Department of Economics University of Siena
502, Department of Economics, University of Siena.
[Downloadable!] Ingmar Nolte & Valeri Voev, 2007.
"Panel Intensity Models with Latent Factors: An Application to the Trading Dynamics on the Foreign Exchange Market¤ CoFE Discussion Paper
07-02, Center of Finance and Econometrics, University of Konstanz.
[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 .