Printed from https://ideas.repec.org/n/nep-mst/2008-01-12.html
Report NEP-MST-2008-01-12
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:
- Fagan, Stephen & Gencay, Ramazan, 2008, "Liquidity-Induced Dynamics in Futures Markets," MPRA Paper, University Library of Munich, Germany, number 6677, Jan.
- Lorán Chollete & Randi Næs & Johannes A. Skjeltorp, 2007, "What captures liquidity risk? A comparison of trade and order based liquidity factors," Working Paper, Norges Bank, number 2007/03, Jun.
- Keiko Yamaguchi, 2008, "Testing for the presence of noise in long memory processes [in Japanese]," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d07-230, Jan.