Printed from https://ideas.repec.org/n/nep-mst/2009-07-28.html
Report NEP-MST-2009-07-28
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:rim:rimwps:wp24_09 is not listed on IDEAS anymore
- Item repec:rim:rimwps:wp25_09 is not listed on IDEAS anymore
- Item repec:rim:rimwps:wp31_09 is not listed on IDEAS anymore
- Julien Chevallier & Benoît Sévi, 2009, "On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-24.
- Item repec:rim:rimwps:wp29_09 is not listed on IDEAS anymore
- Item repec:rim:rimwps:wp19_09 is not listed on IDEAS anymore
- Mario Cerrato & Nicholas Sarantis & Alex Saunders, 2009, "An investigation of customer order flow in the foreign exchange market," Working Papers, Business School - Economics, University of Glasgow, number 2009_25, Jul, revised Feb 2010.
- Youki Kohsaka, 2009, "Did the ETF enhance arbitrage between cash and futures of the Nikkei225?," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 09-20, Jul.
- Neil Shephard & Kevin Sheppard, 2009, "Realising the future: forecasting with high frequency based volatility (HEAVY) models," OFRC Working Papers Series, Oxford Financial Research Centre, number 2009fe02.
- Neil Shephard & Kevin Sheppard, 2009, "Realising the future: forecasting with high frequency based volatility (HEAVY) models," Economics Series Working Papers, University of Oxford, Department of Economics, number 438, Jul.
- Item repec:rsw:rswwps:rswwps31 is not listed on IDEAS anymore