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Report NEP-MST-2008-01-12
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:
Fagan, Stephen & Gencay, Ramazan, 2008.
"Liquidity-Induced Dynamics in Futures Markets MPRA Paper
6677, University Library of Munich, Germany.
[Downloadable!] Lorán Chollete & Randi Næs & Johannes A. Skjeltorp, 2007.
"What captures liquidity risk? A comparison of trade and order based liquidity factors Working Paper
2007/03, Norges Bank.
[Downloadable!] Keiko Yamaguchi, 2008.
"Testing for the presence of noise in long memory processes [in Japanese] Hi-Stat Discussion Paper Series
d07-230, Institute of Economic Research, Hitotsubashi University.
[Downloadable!] 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 .