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Report NEP-MST-2007-06-18
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:
- Cotter, John & Dowd, Kevin, 2007, "Intra-Day Seasonality in Foreign Exchange Market Transactions," MPRA Paper, University Library of Munich, Germany, number 3502.
- Christian Upper & Thomas Werner, 2007, "The tail wags the dog: time-varying information shares in the Bund market," BIS Working Papers, Bank for International Settlements, number 224, Jan.
- Marian Micu & Eli M Remolona & Philip D. Wooldridge, 2006, "The price impact of rating announcements: which announcements matter?," BIS Working Papers, Bank for International Settlements, number 207, Jun.
- Cotter, John & Dowd, Kevin, 2007, "The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders," MPRA Paper, University Library of Munich, Germany, number 3493.