Printed from https://ideas.repec.org/n/nep-mst/2008-10-21.html
Report NEP-MST-2008-10-21
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:
- Helder Sebastião, 2008, "The partial adjustment factors of FTSE 100 stock index and stock index futures: The informational impact of electronic trading systems," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2008-07, Oct.
- Bent Jesper Christensen & Morten Ø. Nielsen & Thomas Busch, 2008, "The Role Of Implied Volatility In Forecasting Future Realized Volatility And Jumps In Foreign Exchange, Stock, And Bond Markets," Working Paper, Economics Department, Queen's University, number 1181, Oct.
- Item repec:pra:mprapa:11001 is not listed on IDEAS anymore
- Visser, Marcel P., 2008, "Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure," MPRA Paper, University Library of Munich, Germany, number 11100, Oct.
- Andreas Park & Daniel Sgroi, 2008, "Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing," Working Papers, University of Toronto, Department of Economics, number tecipa-341, Oct.
- Nardella, Michele, 2007, "Price efficiency and speculative trading in cocoa futures markets," 81st Annual Conference, April 2-4, 2007, Reading University, UK, Agricultural Economics Society, number 7970, DOI: 10.22004/ag.econ.7970.