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Report NEP-MST-2009-07-17
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:
- Cartea, Álvaro & Meyer-Brandis, Thilo, 2009, "How Duration Between Trades of Underlying Securities Affects Option Prices," MPRA Paper, University Library of Munich, Germany, number 16179, Apr.
- Cho-Hoi Hui & Hans Genberg & Tsz-Kin Chung, 2009, "Liquidity, Risk Appetite and Exchange Rate Movements During the Financial Crisis of 2007-2009," Working Papers, Hong Kong Monetary Authority, number 0911, Jun.
- Ruth A. Judson & Elizabeth C. Klee, 2009, "Whither the liquidity effect: the impact of Federal Reserve Open Market Operations in recent years," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2009-25.
- Fang Cai & Hyunsoo Joo & Zhiwei Zhang, 2009, "The impact of macroeconomic announcements on real time foreign exchange rates in emerging markets," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 973.