Report NEP-MST-2009-02-22This 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:
- Tim Bollerslev & Natalia Sizova & George Tauchen, 2009. "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," CREATES Research Papers 2009-05, School of Economics and Management, University of Aarhus.
- Leif Brandes & Katja Rost, . "Media, Limited Attention and the Propensity of Individuals to Buy Stocks," Working Papers, University of Zurich, Institute for Strategy and Business Economics (ISU) 0098, University of Zurich, Institute for Strategy and Business Economics (ISU).
- Jung-Wook Kim & Jason Lee & Randall Morck, 2009. "Characteristics of Observed Limit Order Demand and Supply Schedules for Individual Stocks," NBER Working Papers 14733, National Bureau of Economic Research, Inc.