NEP-MST-2008-03-08

This file is part of IDEAS, which uses RePEc data

Report NEP-MST-2008-03-08

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.

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Other reports in NEP-MST

The following items were anounced in this report:

Alain Chaboud & Benjamin Chiquoine & Erik Hjalmarsson & Mico Loretan, 2008. "Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets," BIS Working Papers 249, Bank for International Settlements. [Downloadable!]
Carl Chiarella & Giulia Iori & Josep Perello, 2008. "The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows," City University Economics Discussion Papers 08/04, Department of Economics, City University, London. [Downloadable!]
Dijk, D.J.C. van, 2007. "Good News is No News," Inaugural Address EIA-2007-031-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
Caitlin Ann Greatrex, 2008. "The Credit Default Swap Market’s Reaction to Earnings Announcements," Fordham Economics Discussion Paper Series dp2008-06, Fordham University, Department of Economics. [Downloadable!]

This page was last updated on 2009-12-6.

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