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Report NEP-MST-2007-06-11
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:
Gael M. Martin & Andrew Reidy & Jill Wright, 2007.
"Does the Option Market Produce Superior Forecasts of Noise-Corrected Volatility Measures? Monash Econometrics and Business Statistics Working Papers
5/07, Monash University, Department of Econometrics and Business Statistics.
[Downloadable!] Giampiero Gallo & Margherita Velucchi, 2007.
"On the Interaction between Ultra–high Frequency Measures of Volatility Econometrics Working Papers Archive
wp2007_01, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti".
[Downloadable!] Martin D. D. Evans & Richard K. Lyons, 2007.
"Exchange Rate Fundamentals and Order Flow NBER Working Papers
13151, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) This page was last updated on 2009-11-29.
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 .