Report NEP-MST-2010-02-13This 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:
- Ishikawa, Ryuichiro & Kudoh, Noritaka, 2010. "Beauty Contests and Asset Prices under Asymmetric Information," Discussion paper series. A, Graduate School of Economics and Business Administration, Hokkaido University 218, Graduate School of Economics and Business Administration, Hokkaido University.
- Michael C. M\"unnix & Rudi Sch\"afer & Thomas Guhr, 2010. "Impact of the tick-size on financial returns and correlations," Papers 1001.5124, arXiv.org, revised Jul 2010.
- Jie-Jun Tseng & Sai-Ping Li, 2010. "Asset returns and volatility clustering in financial time series," Papers 1002.0284, arXiv.org, revised Apr 2011.
- Simone Scotti, 2010. "The impact of uncertainties on the pricing of contingent claims," Papers 1001.5202, arXiv.org.
- Kaizoji, Taisei (email@example.com), 2010. "A Behavioral Model of Bubbles and Crashes," MPRA Paper 20352, University Library of Munich, Germany.