This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Report NEP-MST-2009-04-05
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:
Menkhoff, Lukas & Schmeling, Maik, 2009.
"Trader see, trader do: How do (small) FX traders react to large counterparties' trades? Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover
dp-415, Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
[Downloadable!] Peter Reinhard Hansen & Guillaume Horel, 2009.
"Quadratic Variation by Markov Chains CREATES Research Papers
2009-13, School of Economics and Management, University of Aarhus.
[Downloadable!] Kenedy Alva & Juan Romo & Esther Ruiz, 2009.
"Modelling intra-daily volatility by functional data analysis: an empirical application to the spanish stock market Statistics and Econometrics Working Papers
ws092809, Universidad Carlos III, Departamento de Estadística y Econometría.
[Downloadable!] V. Lewis & A. Markiewicz, 2009.
"Model Misspecification, Learning and the Exchange Rate Disconnect Puzzle Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
09/563, Ghent University, Faculty of Economics and Business Administration.
[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 .