Printed from https://ideas.repec.org/n/nep-mst/2007-01-13.html
Report NEP-MST-2007-01-13
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:
- Ricardo Lagos & Guillaume Rocheteau, 2006, "Search in Asset Markets," 2006 Meeting Papers, Society for Economic Dynamics, number 869.
- Item repec:cfs:cfswop:wp2000625 is not listed on IDEAS anymore
- Peter C.B. Phillips & Jun Yu, 2007, "Information Loss in Volatility Measurement with Flat Price Trading," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1598, Jan.
- Item repec:cdl:ucsdec:2005-06r is not listed on IDEAS anymore
- Craig Burnside & Martin Eichenbaum & Isaac Kleshchelski & Sergio Rebelo, 2006, "The Returns to Currency Speculation," 2006 Meeting Papers, Society for Economic Dynamics, number 864.
- Item repec:cdl:ucsdec:2005-07 is not listed on IDEAS anymore
- Alex Boulatov & Dmitry Livdan, 2006, "Strategic Trading with Market Closures," 2006 Meeting Papers, Society for Economic Dynamics, number 44.
- Gunduz Caginalp & Vladimira Ilieva, 2006, "The dynamics of trader motivations in asset bubbles," Labsi Experimental Economics Laboratory University of Siena, University of Siena, number 008, Aug.
- Peter C.B. Phillips & Jun Yu, 2007, "Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1597, Jan.
- Item repec:uba:hadfwe:termstructure-bauer-horlemann-2006-09 is not listed on IDEAS anymore