Report NEP-MST-2007-12-15This 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:
- Alvaro Cartea & Thilo Meyer-Brandis, 2007. "How Does Duration Between Trades of Underlying Securities Affect Option Prices," Birkbeck Working Papers in Economics and Finance 0721, Birkbeck, Department of Economics, Mathematics & Statistics.
- Item repec:cdf:accfin:2007/4 is not listed on IDEAS anymore
- Item repec:acb:camaaa:2007-25 is not listed on IDEAS anymore