Report NEP-MST-2009-03-14This 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:
- Maria Grazia Romano, 2009. "Institutional Trades and Herd Behavior in Financial Markets," CSEF Working Papers 215, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Item repec:uts:rpaper:243 is not listed on IDEAS anymore
- Rasmus Fatum & Michael Hutchison & Thomas Wu, 2008. "Do Both U.S. and Foreign Macro Surprises Matter for the Intraday Exchange Rate? Evidence from Japan," EPRU Working Paper Series 2009-01, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Jan 2009.
- Jose Gonzalo Rangel & Robert F. Engle, 2009. "The Factor-Spline-GARCH Model for High and Low Frequency Correlations," Working Papers 2009-03, Banco de México.