Report NEP-MST-2009-10-24This 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:
- Bertrand Maillet & Jean-Philippe Médecin & Thierry Michel, 2009. "High Watermarks of Market Risks," Documents de travail du Centre d'Economie de la Sorbonne 09054, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Silvia Muzzioli, 2009. "The skew pattern of implied volatility in the DAX index options market," Department of Economics 0617, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
- Park, A. & Sgroi, D., 2009. "Herding, Contrarianism and Delay in Financial Market Trading," Cambridge Working Papers in Economics 0941, Faculty of Economics, University of Cambridge.