Report NEP-MST-2008-04-15This 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:
- Anolli, Mario & Petrella, Giovanni, 2007. "A Two-Stage Non Discretionary Trading Suspension Mechanism: Effects on Market Quality," MPRA Paper 7931, University Library of Munich, Germany.
- Chun Liu & John M Maheu, 2008. "Forecasting Realized Volatility: A Bayesian Model Averaging Approach," Working Papers tecipa-313, University of Toronto, Department of Economics.