Report NEP-MST-2007-04-21
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:
- Chris D'Souza & Ingrid Lo & Stephen Sapp, 2007, "Price Formation and Liquidity Provision in Short-Term Fixed Income Markets," Staff Working Papers, Bank of Canada, number 07-27, DOI: 10.34989/swp-2007-27.
- Item repec:knz:cofedp:0603 is not listed on IDEAS anymore
- Item repec:knz:cofedp:0604 is not listed on IDEAS anymore
- Item repec:knz:cofedp:0606 is not listed on IDEAS anymore
- Sumon Bhaumik & Suchismita Bose, 2007, "Impact of Derivatives Trading on Emerging Capital Markets: A Note on Expiration Day Effects in India," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp863, Mar.
- Oechssler, Jörg & Schmidt, Carsten & Schnedler, Wendelin, 2009, "Asset Bubbles without Dividends - An Experiment," Working Papers, University of Heidelberg, Department of Economics, number 0439, May.
- Bal??zs ??gert & Ev??en Kocenda, 2007, "Time-Varying Comovements in Developed and Emerging European Stock Markets: Evidence from Intraday Data," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp861, Mar.
- Kwamie Dunbar, 2007, "US Corporate Default Swap Valuation: The Market Liquidity Hypothesis and Autonomous Credit Risk," Working papers, University of Connecticut, Department of Economics, number 2007-08, Jan.
Printed from https://ideas.repec.org/n/nep-mst/2007-04-21.html