Report NEP-MST-2010-09-11This 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:
- Naoto Kunitomo & Seisho Sato, 2010. "On Properties of Separating Information Maximum Likelihood Estimation of Realized Volatility and Covariance with Micro-Market Noise," CARF F-Series CARF-F-228, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Cziraki, P. & Goeij, P. C. de & Renneboog, L.D.R., 2010. "Insider Trading, Option Exercises and Private Benefits of Control (Revision of DP 2010-32)," Discussion Paper 2010-90, Tilburg University, Center for Economic Research.
- Nektarios Aslanidis & Charlotte Christiansen, 2010. "Sign and Quantiles of the Realized Stock-Bond Correlation," CREATES Research Papers 2010-55, School of Economics and Management, University of Aarhus.
- Aase, Knut K. & Bjuland, Terje & Øksendal, Bernt, 2010. "Strategic Insider Trading Equilibrium: A Filter Theory Approach," Discussion Papers 2010/9, Department of Business and Management Science, Norwegian School of Economics.
- Rasmus Fatum & Jesper Pedersen & Peter Norman Sørensen, 2010. "Are the Intraday Effects of Central Bank Intervention on Exchange Rate Spreads Asymmetric and State Dependent?," Discussion Papers 10-20, University of Copenhagen. Department of Economics.