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Report NEP-MST-2008-03-25
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:
Ole E. Barndorff-Nielsen & Silja Kinnebrock & Neil Shephard, 2008.
"Measuring downside risk - realised semivariance Economics Series Working Papers
382, University of Oxford, Department of Economics.
[Downloadable!] Bruce Lehmann, 2008.
"Arbitrage-free Limit Order Books and the Pricing of Order Flow Risk NBER Working Papers
13848, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Repkine, Alexandre, 2008.
"Charting Technical Trading Rules and the Lottery of Technical Analysis: Empirical Evidence from Foreign Exchange Market MPRA Paper
7849, 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 .