Printed from https://ideas.repec.org/n/nep-mst/2008-09-20.html
Report NEP-MST-2008-09-20
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:
- Nikolaus Hautsch & Dieter Hess & Christoph Müller, 2008, "Price Adjustment to News with Uncertain Precision," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2008/01, Jun.
- Jung, Robert & Liesenfeld, Roman & Richard, Jean-François, 2008, "Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2008-12.
- Fulvio Corsi & Davide Pirino & Roberto Renò, 2008, "Volatility forecasting: the jumps do matter," Department of Economics University of Siena, Department of Economics, University of Siena, number 534, Jun.
- Michael Kirchler, 2008, "It is hard to beat the Monkeys - On the Value of Asymmetric Fundamental Information in Asset Markets," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2008-19.
- D.S.G. Pollock, 2008, "Realisations of Finite-Sample Frequency-Selective Filters," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 08/32, Sep.