Report NEP-MST-2008-10-07This 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.
The following items were announced in this report:
- Item repec:cdl:ucsdec:2008-09 is not listed on IDEAS anymore
- Song Han & Hao Zhou, 2008. "Effects of liquidity on the nondefault component of corporate yield spreads: evidence from intraday transactions data," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2008-40, Board of Governors of the Federal Reserve System (U.S.).
- Leonard J. Mirman & Marc Santugini, 2008. "The Informational Role of Prices," Cahiers de recherche 08-09, HEC MontrÃ©al, Institut d'Ã©conomie appliquÃ©e, revised Apr 2014.