Printed from https://ideas.repec.org/n/nep-mst/2007-12-01.html
Report NEP-MST-2007-12-01
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:
- Claudio Henrique da Silveira Barbedo & Eduardo Facó Lemgruber, 2007, "The Effect of Bid-Ask Prices on Brazilian Options Implied Volatility: A Case Study of Telemar Call Options," Working Papers Series, Central Bank of Brazil, Research Department, number 144, Oct.
- Albert J. Menkveld & Asani Sarkar & Michel Van der Wel, 2007, "Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures," Staff Reports, Federal Reserve Bank of New York, number 307.
- Zhi Da & Pengjie Gao & Ravi Jagannathan, 2007, "When Does a Mutual Fund's Trade Reveal its Skill?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13625, Nov.
- Philip Bond & Hulya Eraslan, 2007, "Information-based trade," Levine's Bibliography, UCLA Department of Economics, number 122247000000001689, Nov.
- Thanh Huong Dinh & Jean-François Gajewski, 2007, "An experimental study of trading volume and divergence of expectations in relation to earnings announcement," CIRANO Working Papers, CIRANO, number 2007s-24, Nov.
- Albuquerque, Rui & Miao, Jianjun, 2007, "Advance Information and Asset Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6588, Nov.