Printed from https://ideas.repec.org/n/nep-mst/2007-03-31.html
Report NEP-MST-2007-03-31
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:
- Fulvio Corsi & Francesco Audrino, 2007, "Realized Correlation Tick-by-Tick," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-02, Jan.
- Lescourret, Laurence & Robert, Christian Y., 2006, "Preferencing, internalization and inventory position," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 06017, Nov.
- Item repec:ecb:ecbwps:20070726 is not listed on IDEAS anymore
- Meredith J. Beechey & Jonathan H. Wright, 2007, "Rounding and the impact of news: a simple test of market rationality," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2007-05.
- Carlo Rosa & Giovanni Verga, 2006, "The Impact of Central Bank Announcements on Asset Prices in Real Time: Testing the Efficiency of the Euribor Futures Market," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0764, Dec.