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.
Chollete, Lorán & Næs, Randi & Skjeltorp, Johannes A., 2008.
"The Risk Components of Liquidity,"
Discussion Papers
2008/7, Department of Finance and Management Science, Norwegian School of Economics and Business Administration.
[Downloadable!]