Printed from https://ideas.repec.org/n/nep-mst/2006-11-18.html
Report NEP-MST-2006-11-18
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, "Price Impacts of Deals and Predictability of the Exchange Rate Movements," NBER Working Papers, National Bureau of Economic Research, Inc, number 12682, Nov.
- Thanasis N. Christodoulopoulos & Ioulia Grigoratou, 2005, "Measuring Liquidity in the Greek Government Securities Market," Working Papers, Bank of Greece, number 23, May.
- Paolo Pellizzari & Arianna Dal Forno, 2006, "A comparison of different trading protocols in an agent-based market," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 140, Jul.
- Eugene N. White, 2006, "Anticipating the Stock Market Crash of 1929: The View from the Floor of the Stock Exchange," NBER Working Papers, National Bureau of Economic Research, Inc, number 12661, Nov.
- Item repec:ecb:ecbwps:20060686 is not listed on IDEAS anymore
- Dimitri Vayanos & Pierre-Olivier Weill, 2006, "A Search-Based Theory of the On-the-Run Phenomenon," NBER Working Papers, National Bureau of Economic Research, Inc, number 12670, Nov.
- Francesco Bertoluzzo & Marco Corazza, 2006, "Financial trading systems: Is recurrent reinforcement the via?," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 141, Oct.