Report NEP-MST-2007-05-19This 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.
The following items were announced in this report:
- Item repec:cdf:accfin:2006/4 is not listed on IDEAS anymore
- Taylor, Mark P. & Schmidt, Markus & Reitz, Stefan, 2007. "End-user order flow and exchange rate dynamics," Discussion Paper Series 1: Economic Studies 2007,05, Deutsche Bundesbank, Research Centre.
- Owen Lamont & Andrea Frazzini, 2007. "The Earnings Announcement Premium and Trading Volume," NBER Working Papers 13090, National Bureau of Economic Research, Inc.
- Gonzalo, Jesús & Figuerola-Ferretti, Isabel, 2007. "Modelling and measuring price discovery in commodity markets," DEE - Working Papers. Business Economics. WB wb074510, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.