Printed from https://ideas.repec.org/n/nep-mst/2007-01-02.html
Report NEP-MST-2007-01-02
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:
- Paolo Pasquariello & Clara Vega, 2006, "Informed and strategic order flow in the bond markets," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 874.
- Sigridur Benediktsdottir, 2006, "An empirical analysis of specialist trading behavior at the New York Stock Exchange," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 876.
- Torben G. Andersen & Luca Benzoni, 2006, "Do bonds span volatility risk in the U.S. Treasury market? a specification test for affine term structure models," Working Paper Series, Federal Reserve Bank of Chicago, number WP-06-15.
- Gregory H. Bauer & Clara Vega, 2006, "The monetary origins of asymmetric information in international equity markets," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 872.