Printed from https://ideas.repec.org/n/nep-mst/2009-11-07.html
Report NEP-MST-2009-11-07
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:
- Torben G. Andersen & Viktor Todorov, 2009, "Realized Volatility and Multipower Variation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-49, May.
- Fabrice Rousseau & Laurent Germain & Fabrice Rousseau & Anne Vanhems, 2008, "Irrational Financial Markets," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1870108.pdf.
- Xiao-Hui Ni & Zhi-Qiang Jiang & Gao-Feng Gu & Fei Ren & Wei Chen & Wei-Xing Zhou, 2009, "Scaling and memory in the non-poisson process of limit order cancelation," Papers, arXiv.org, number 0911.0057, Oct.
- Paola Paiardini, 2009, "Informed Trading in Parallel Bond Markets," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0908, Oct.
- Kenjiro Hirayama & Yoshiro Tsutsui, 2009, "Are Chinese Stock Investors Watching Tokyo? An Analysis of Intraday High-Frequency Data from Two Chinese Stock Markets and the Tokyo Stock," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 09-35, Oct.