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Report NEP-MST-2008-07-30
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:
Torben G. Andersen & Tim Bollerslev & Per Frederiksen & Morten Ørregaard Nielsen, 2008.
"Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns Working Papers
1173, Queen's University, Department of Economics.
[Downloadable!] Wong, Woon K & Copeland, Laurence & Lu, Ralph, 2008.
"The Other Side of the Trading Story: Evidence from NYSE Cardiff Economics Working Papers
E2008/12, Cardiff University, Cardiff Business School, Economics Section.
[Downloadable!] Foucault, Thierry & Sraer, David & Thesmar, David, 2008.
"Individual Investors and Volatility CEPR Discussion Papers
6915, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Menzie D. Chinn & Michael J. Moore, 2008.
"Private Information and a Macro Model of Exchange Rates: Evidence from a Novel Data Set NBER Working Papers
14175, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Jan Hanousek & Evzen Kocenda & Ali M. Kutan, 2008.
"The Reaction of Asset Prices to Macroeconomic Announcements in New EU Markets: Evidence from Intraday Data CERGE-EI Working Papers
wp349, The Center for Economic Research and Graduate Education - Economic Institute, Prague.
[Downloadable!] Helena Veiga & Marc Vorsatz, 2008.
"The effect of short-selling of the aggregation of information in an experimental asset market Statistics and Econometrics Working Papers
ws083808, Universidad Carlos III, Departamento de Estadística y Econometría.
[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 .