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Report NEP-MST-2008-01-05
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:
- Hans Degryse & Mark Van Achter & Gunther Wuyts, 2007, "Dynamic order submission strategies with competition between a dealer market and a crossing network," Working Paper Research, National Bank of Belgium, number 121, Dec.
- Bruce Mizrach & Christopher J. Neely, 2007, "The microstructure of the U.S. treasury market," Working Papers, Federal Reserve Bank of St. Louis, number 2007-052, DOI: 10.20955/wp.2007.052.
- Acharya, Viral & Johnson, Tim, 2007, "More Insiders, More Insider Trading: Evidence from Private Equity Buyouts," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6622, Dec.
- Chun Liu & John M Maheu, 2007, "Are there Structural Breaks in Realized Volatility?," Working Papers, University of Toronto, Department of Economics, number tecipa-304, Dec.
- Schaefer, Stephen & Acharya, Viral & Zhang, Yili, 2007, "Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6619, Dec.
- Siddiqi, Hammad, 2007, "Stock Price Manipulation: The Role of Intermediaries," MPRA Paper, University Library of Munich, Germany, number 6374, Dec.
- John Galbraith & Greg Tkacz, 2007, "Electronic Transactions as High-Frequency Indicators of Economic Activity," Staff Working Papers, Bank of Canada, number 07-58, DOI: 10.34989/swp-2007-58.