Printed from https://ideas.repec.org/n/nep-mst/2006-12-16.html
Report NEP-MST-2006-12-16
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:
- Item repec:hal:papers:halshs-00118789_v1 is not listed on IDEAS anymore
- Luc, BAUWENS & Nikolaus, HAUTSCH, 2006, "Modelling Financial High Frequency Data Using Point Processes," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2006039, Sep.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2006, "Real-time price discovery in global stock, bond and foreign exchange markets," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 871.
- Patrice T. Robitaille & Jennifer E. Roush, 2006, "How do FOMC actions and U.S. macroeconomic data announcements move Brazilian sovereign yield spreads and stock prices?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 868.
- Dirk Jenter & Katharina Lewellen & Jerold B. Warner, 2006, "Security Issue Timing: What Do Managers Know, and When Do They Know It?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12724, Dec.