Printed from https://ideas.repec.org/n/nep-mst/2009-01-03.html
Report NEP-MST-2009-01-03
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:
- Item repec:acb:camaaa:2008-38 is not listed on IDEAS anymore
- Item repec:ecb:ecbwps:20080988 is not listed on IDEAS anymore
- Q. Farooq Akram & Dagfinn Rime & Lucio Sarno, 2008, "Does the law of one price hold in international financial markets? Evidence from tick data," Working Paper, Norges Bank, number 2008/19, Nov.
- Item repec:ecb:ecbwps:20080987 is not listed on IDEAS anymore
- Zhi Da & Pengjie Gao & Ravi Jagannathan, 2008, "Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 14609, Dec.
- Ron Alquist, 2008, "How Important Is Liquidity Risk for Sovereign Bond Risk Premia? Evidence from the London Stock Exchange," Staff Working Papers, Bank of Canada, number 08-47, DOI: 10.34989/swp-2008-47.
- Item repec:ecb:ecbwps:20080984 is not listed on IDEAS anymore
- Eric Rasmusen & Young-Ro Yoon, 2008, "First versus Second-Mover Advantage with Information Asymmetry about the Size of New Markets," Working Papers, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy, number 2008-15, Nov.