Report NEP-MST-2007-06-02This 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.
The following items were announced in this report:
- Marco LiCalzi & Paolo Pellizzari, 2007. "Which market protocols facilitate fair trading?," Working Papers, Department of Applied Mathematics, UniversitÃ Ca' Foscari Venezia 151, Department of Applied Mathematics, Università Ca' Foscari Venezia.
- Duan, Jin-Chuan & Fulop, Andras, 2006. "Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading Noises," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School DR 06015, ESSEC Research Center, ESSEC Business School.