Printed from https://ideas.repec.org/n/nep-mst/2007-04-09.html
Report NEP-MST-2007-04-09
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:
- Ming-Chang Wang & Lon-Ping Zu & Chau-Jung Kuo, 2007, "Anatomy of Bid-Ask Spread Empirical Evidence from an Order-driven Market," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 25, Feb.
- Andros Gregoriou, 2007, "The Asymmetry of the Price Impact of Block Trades and the Bid-Ask Spread. Evidence from the London Stock Exchange," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 76, Feb.
- Georgios Chortareas & John Nankervis & Ying Jiang, 2007, "Forecasting Exchange Rate Volatility with High Frequency Data: Is the Euro Different?," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 79, Feb.
- Item repec:ecb:ecbwps:20070736 is not listed on IDEAS anymore
- Ingrid Lo & Stephen Sapp, 2007, "Order Aggressiveness and Quantity: How Are They Determined in a Limit Order Market?," Staff Working Papers, Bank of Canada, number 07-23, DOI: 10.34989/swp-2007-23.
- Item repec:qmw:qmwecw:wp594 is not listed on IDEAS anymore
- Item repec:ecb:ecbwps:20070735 is not listed on IDEAS anymore
- Rasmus Fatum & Jesper Pedersen, 2007, "Real-Time Effects of Central Bank Interventions in the Euro Market," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 07-01, Mar.