Printed from https://ideas.repec.org/n/nep-mst/2009-05-02.html
Report NEP-MST-2009-05-02
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:
- Ingmar Nolte & Valeri Voev, 2009, "Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-16, Apr.
- Lawrence M. Ausubel & Peter Cramton, 2008, "A Troubled Asset Reverse Auction," Papers of Peter Cramton, University of Maryland, Department of Economics - Peter Cramton, number 08tara, revised 2008.
- Xin Huang & Hao Zhou & Haibin Zhu, 2009, "A Framework for Assessing the Systemic Risk of Major Financial Institutions," BIS Working Papers, Bank for International Settlements, number 281, Apr.