Report NEP-MST-2012-09-30This 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:
- R. Krishnan & Vinod Mishra, 2012. "Intraday Liquidity Patterns in Indian Stock Market," Development Research Unit Working Paper Series, Monash University, Department of Economics 34-12, Monash University, Department of Economics.
- Michael W. McCracken, 2012. "Comment on "Taylor rule exchange rate forecasting during the financial crisis"," Working Papers, Federal Reserve Bank of St. Louis 2012-030, Federal Reserve Bank of St. Louis.
- Jayant Ganguli & Scott Condie & Philipp Karl Illeditsch, 2012. "Information Inertia," Economics Discussion Papers, University of Essex, Department of Economics 719, University of Essex, Department of Economics.
- Ya-Chun Gao & Shi-Min Cai & Bing-Hong Wang, 2012. "Hierarchical structure of stock price fluctuations in financial markets," Papers 1209.4175, arXiv.org.