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Report NEP-MST-2008-05-17
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:
- Cabral, Sandro & Lazzarini, Sergio G. & Azevedo, Paulo F., 2007, "Private operation with public supervision: evidence of hybrid modes of governance in brazilian prisons," Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa, number wpe_101, Oct.
- Vuorenmaa, Tommi A., 2008, "Decimalization, Realized Volatility, and Market Microstructure Noise," MPRA Paper, University Library of Munich, Germany, number 8692, Apr.
- Coluzzi, Chiara & Ginebri, Sergio & Turco, Manuel, 2008, "Measuring and Analyzing the Liquidity of the Italian Treasury Security Wholesale Secondary Market," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp08044, May.
- Christian T. Brownlees & Giampiero Gallo, 2008, "Comparison of Volatility Measures: a Risk Management Perspective," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2008_03, Feb.