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Report NEP-MST-2006-12-09
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:
- Salomonsson, Marcus, 2006, "Endogenous Noise Traders," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 644, Dec.
- Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2006, "Nonparametric Density Estimation for Positive Time Series," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 06-09, Sep.
- Vayanos, Dimitri & Weill, Pierre-Olivier, 2006, "A Search-Based Theory of the On-the-Run Phenomenon," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5965, Nov.
- Vít Bubák & Filip Žikeš, 2006, "The Price Impact of Stock Trades: Evidence from the Prague Stock Exchange," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2006/19, Apr, revised Apr 2006.