Printed from https://ideas.repec.org/n/nep-mst/2006-09-23.html
Report NEP-MST-2006-09-23
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:
- Harju, Kari & Hussain, Mujahid, 2006, "Intraday Seasonalities and Macroeconomic News Announcements," Working Papers, Hanken School of Economics, number 512, Sep.
- Áron Gereben & György Gyomai & Norbert Kiss M., 2006, "Customer order flow, information and liquidity on the Hungarian foreign exchange market," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2006/8.
- Harju, Kari & Hussain, Syed Mujahid, 2006, "Intraday Linkages Across International Equity Markets," Working Papers, Hanken School of Economics, number 516, Sep.
- Neil Shephard & Ole E. Barndorff-Nielsen & Asger Lunde, 2006, "Subsampling realised kernels," Economics Series Working Papers, University of Oxford, Department of Economics, number 278, Sep.
- Dennis Y. Chung & Dušan Isakov & Christophe Pérignon, 2005, "Repurchasing Shares on a Second Trading Line," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 391, Nov.
- Nevzat Eren & Han N. Ozsoylev, 2006, "Communication Dilemma in Speculative Markets," OFRC Working Papers Series, Oxford Financial Research Centre, number 2006fe08.