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Report NEP-MST-2007-06-18
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:
Cotter, John & Dowd, Kevin, 2007.
"Intra-Day Seasonality in Foreign Exchange Market Transactions MPRA Paper
3502, University Library of Munich, Germany.
[Downloadable!] Christian Upper & Thomas Werner, 2007.
"The tail wags the dog: time-varying information shares in the Bund market BIS Working Papers
224, Bank for International Settlements.
[Downloadable!] Marian Micu & Eli M Remolona & Philip D. Wooldridge, 2006.
"The price impact of rating announcements: which announcements matter? BIS Working Papers
207, Bank for International Settlements.
[Downloadable!] Cotter, John & Dowd, Kevin, 2007.
"The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders MPRA Paper
3493, University Library of Munich, Germany.
[Downloadable!] This page was last updated on 2009-12-13.
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 .