Printed from https://ideas.repec.org/n/nep-mst/2006-09-03.html
Report NEP-MST-2006-09-03
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:
- Simonsen, Ola, 2006, "Stock Data, Trade Durations, And Limit Order Book Information," Umeå Economic Studies, Umeå University, Department of Economics, number 689, Aug.
- Simonsen, Ola, 2006, "The Impact of News Releases on Trade Durations in Stocks -Empirical Evidence from Sweden," Umeå Economic Studies, Umeå University, Department of Economics, number 688, Aug.
- Hellström, Jörgen & Simonsen, Ola, 2006, "Does the Open Limit Order Book Reveal Information About Short-run Stock Price Movements?," Umeå Economic Studies, Umeå University, Department of Economics, number 687, Aug.