Report NEP-MST-2010-10-23This 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:
- Marina Theodosiou, 2010. "Calendar Time Sampling of High Frequency Financial Asset Price and the Verdict on Jumps," Working Papers, Central Bank of Cyprus 2010-7, Central Bank of Cyprus.
- Alfaro, Rodrigo & Silva, Carmen Gloria, 2010. "Stock Index Volatility: the case of IPSA," MPRA Paper 25906, University Library of Munich, Germany, revised 31 Mar 2010.
- Giorgio Valente, 2010. "Market Liquidity and Funding Liquidity: An Empirical Investigation," Working Papers 152010, Hong Kong Institute for Monetary Research.
- Paolo Colla & JosÃ© M. MarÃn, 2010. "Performance evaluation in competitive REE models," Working Papers, Instituto MadrileÃ±o de Estudios Avanzados (IMDEA) Ciencias Sociales 2010-21, Instituto MadrileÃ±o de Estudios Avanzados (IMDEA) Ciencias Sociales.
- Brice Corgnet & Praveen Kujal & David Porter, 2010. "Reaction to public information in asset markets: does ambiguity matter?," Economics Working Papers ws1025, Universidad Carlos III, Departamento de EconomÃa.