Printed from https://ideas.repec.org/n/nep-mst/2006-08-26.html
Report NEP-MST-2006-08-26
This 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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-MST
The following items were announced in this report:
- Takatoshi Ito & Yuko Hashimoto, 2006, "Intra-Day Seasonality in Activities of the Foreign Exchange Markets: Evidence From the Electronic Broking System," NBER Working Papers, National Bureau of Economic Research, Inc, number 12413, Aug.
- Ole E Barndorff-Nielsen & Peter Hansen & Asger Lunde & Neil Shephard, 2006, "Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise," OFRC Working Papers Series, Oxford Financial Research Centre, number 2006fe05.
- John Idicula, 2004, "Highly Interconnected Subsystems of the Stock Market," Working Papers, NET Institute, number 04-17, Dec, revised Dec 2004.
- Ricardo Lagos & Guillaume Rocheteau, 2006, "Search in asset markets," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 0607, DOI: 10.26509/frbc-wp-200607.
- Item repec:knz:cofedp:0218 is not listed on IDEAS anymore
- Item repec:knz:cofedp:0509 is not listed on IDEAS anymore
- Item repec:knz:cofedp:0406 is not listed on IDEAS anymore