Report NEP-MST-2008-12-21

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.

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Other reports in NEP-MST

The following items were announced in this report:

• Foucault, Thierry & Themar, David & Sraer, David, 2008, "Individual investors and volatility," HEC Research Papers Series, HEC Paris, number 899, Jul.
• Tobias Brünner & Rene Levinsky, 2008, "Do prices in the unmediated call auction reflect insider information? - An experimental analysis," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2008-090, Dec.
• Cara Marshall, 2008, "Dispersion Trading: Empirical Evidence from U.S. Options Markets," Working Papers, Department of Economics, Queens College of the City University of New York, number 0004 Classification- JEL:, Sep, revised Dec 2008.