Printed from https://ideas.repec.org/n/nep-fmk/2010-09-25.html
Report NEP-FMK-2010-09-25
This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Erik Schlogl issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FMK
The following items were announced in this report:
- Jan Novotny, 2010, "Price Jumps in Visegrad Country Stock Markets: An Empirical Analysis," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp412, Aug.
- Gabriele La Spada & J. Doyne Farmer & Fabrizio Lillo, 2010, "Tick size and price diffusion," Papers, arXiv.org, number 1009.2329, Sep, revised Oct 2010.
- Bent Jesper Christensen & Paolo Santucci de Magistris, 2010, "Level Shifts in Volatility and the Implied-Realized Volatility Relation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-60, Sep.
- G. Menzies & R. Bird & P. Dixon & M. Rimmer, 2010, "The Economic Costs of US Stock Mispricing," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-204, Jul.
- James Vickery & Joshua Wright, 2010, "TBA trading and liquidity in the agency MBS market," Staff Reports, Federal Reserve Bank of New York, number 468.
- Item repec:rwi:repape:0194 is not listed on IDEAS anymore