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Report NEP-MST-2007-05-19
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:
Evans, Kevin & Speight, Alan, 2006.
"Dynamic News Effects in High Frequency Euro Exchange Rate Returns and Volatility Cardiff Accounting and Finance Working Papers
A2006/4, Cardiff University, Cardiff Business School, Accounting and Finance Section.
[Downloadable!] Taylor, Mark P. & Schmidt, Markus & Reitz, Stefan, 2007.
"End-user order flow and exchange rate dynamics Discussion Paper Series 1: Economic Studies
2007,05, Deutsche Bundesbank, Research Centre.
[Downloadable!] Owen Lamont & Andrea Frazzini, 2007.
"The Earnings Announcement Premium and Trading Volume NBER Working Papers
13090, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Isabel Figuerola-Ferretti & Jesus Gonzalo, 2007.
"Modelling and measuring price discovery in commodity markets Business Economics Working Papers
wb074510, Universidad Carlos III, Departamento de EconomÃa de la Empresa.
[Downloadable!] This page was last updated on 2010-1-3.
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 .