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Report NEP-MST-2009-04-13
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:
- Lucian Tatu & Delia Tatu, 2008, "Bid-Ask Spread and its Components Estimation for BSE stocks Using Models Based on Autocovariance," International Trade and Finance Association Conference Papers, International Trade and Finance Association, number 1125, Aug.
- Patrick Bolton & Tano Santos & Jose A. Scheinkman, 2009, "Outside and Inside Liquidity," NBER Working Papers, National Bureau of Economic Research, Inc, number 14867, Apr.