Report NEP-MST-2007-01-14

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:

• Timotheos Angelidis & Alexandros Benos, , "The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange," Working Papers, University of Crete, Department of Economics, number 0615.
• Item repec:hum:wpaper:sfb649dp2006-086 is not listed on IDEAS anymore

• Hurvich, Cliiford & Wang, Yi, 2006, "A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects," MPRA Paper, University Library of Munich, Germany, number 1413, Dec.
• Item repec:ecb:ecbwps:20060706 is not listed on IDEAS anymore

Report NEP-MST-2007-01-14

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: