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Report NEP-MST-2008-10-21
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:
Helder Sebastião, 2008.
"The partial adjustment factors of FTSE 100 stock index and stock index futures: The informational impact of electronic trading systems GEMF Working Papers
2008-07, GEMF - Faculdade de Economia, Universidade de Coimbra.
[Downloadable!] Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen, 2008.
"The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets Working Papers
1181, Queen's University, Department of Economics.
[Downloadable!] Item repec:pra:mprapa:11001 is not listed on IDEAS anymore
Visser, Marcel P., 2008.
"Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure MPRA Paper
11100, University Library of Munich, Germany.
[Downloadable!] Andreas Park & Daniel Sgroi, 2008.
"Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing Working Papers
tecipa-341, University of Toronto, Department of Economics.
[Downloadable!] Nardella, Michele, 2007.
"Price efficiency and speculative trading in cocoa futures markets 81st Annual Conference, April 2-4, 2007, Reading University
7970, Agricultural Economics Society.
[Downloadable!] This page was last updated on 2009-12-6.
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 .