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Report NEP-MST-2007-03-03
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:
- Markus K. Brunnermeier & Lasse Heje Pedersen, 2007, "Market Liquidity and Funding Liquidity," NBER Working Papers, National Bureau of Economic Research, Inc, number 12939, Feb.
- Silja Kinnebrock & Mark Podolskij, 2007, "A Note on the Central Limit Theorem for Bipower Variation of General Functions," OFRC Working Papers Series, Oxford Financial Research Centre, number 2007fe03.