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Report NEP-MST-2008-09-05
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:
- Ole E. Barndorff-Nielsen & Silja Kinnebrock & Neil Shephard, 2008, "Measuring downside risk — realised semivariance," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-42, Sep.
- Ricardo Lagos & Guillaume Rocheteau, 2008, "Liquidity in asset markets with search frictions," Staff Report, Federal Reserve Bank of Minneapolis, number 408.
- Stephan Schulmeister, 2008, "Profitability of Technical Stock Trading: Has it Moved from Daily to Intraday Data?," WIFO Working Papers, WIFO, number 323, Jul.
- Antoine Martin & James J. McAndrews, 2008, "Should there be intraday money markets?," Staff Reports, Federal Reserve Bank of New York, number 337.
- Meredith J. Beechey & Jonathan H. Wright, 2008, "The high-frequency impact of news on long-term yields and forward rates: Is it real?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2008-39.