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