Report NEP-MST-2009-04-13This 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:
- Lucian Tatu & Delia Tatu, 2008. "Bid-Ask Spread and its Components Estimation for BSE stocks Using Models Based on Autocovariance," International Trade and Finance Association Conference Papers, International Trade and Finance Association 1125, International Trade and Finance Association.
- Patrick Bolton & Tano Santos & Jose A. Scheinkman, 2009. "Outside and Inside Liquidity," NBER Working Papers 14867, National Bureau of Economic Research, Inc.