Report NEP-MST-2008-12-21This 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:
- Foucault, Thierry & Themar, David & Sraer, David, 2008. "Individual investors and volatility," Les Cahiers de Recherche 899, HEC Paris.
- Tobias Brünner & Rene Levinsky, 2008. "Do prices in the unmediated call auction reflect insider information? - An experimental analysis," Jena Economic Research Papers 2008-090, Friedrich-Schiller-University Jena.
- Item repec:quc:wpaper:0004 is not listed on IDEAS anymore