Report NEP-MST-2007-10-13This 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:
- Ricardo Lagos & Guillaume Rocheteau & Pierre-Olivier Weill, 2007. "Crashes and recoveries in illiquid markets," Working Paper 0708, Federal Reserve Bank of Cleveland.
- Priit Sander, 2007. "Tax Heterogeneity And Trading Volume Around The Ex-Dividend Day: Estonian Evidence," University of Tartu - Faculty of Economics and Business Administration Working Paper Series 54, Faculty of Economics and Business Administration, University of Tartu (Estonia).
- Patarick Leoni, 2007. "A market microstructure explanation of IPOs underpricing," Economics, Finance and Accounting Department Working Paper Series n1770807, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.