Printed from https://ideas.repec.org/n/nep-mst/2009-11-14.html
Report NEP-MST-2009-11-14
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:
- Cathy Ning & Dinghai Xu & Tony Wirjanto, 2009, "Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data," Working Papers, Toronto Metropolitan University, Department of Economics, number 006, Nov.
- Brian Lucey* School of Business and Institute for International Integration Studies,Trinity College Dublin Aleksandar Ševic, School of Business, Trinity College Dublin, 2009, "Investigating the Determinants of Banking Coexceedances in Europe in the Summer of 2008," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp301, 09.
- Item repec:pse:psecon:2009-43 is not listed on IDEAS anymore
- Masato Ubukata, 2009, "Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 09-30, Sep.
- Alessandro Beber & Marco Pagano, 2009, "Short-Selling Bans around the World: Evidence from the 2007-09 Crisis," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 241, May, revised 03 Sep 2011.
- Mokhtar Darmoul & Mokhtar Kouki, 2009, "Announcement effect and intraday volatility patterns of euro-dollar exchange rate: monetary policy news arrivals and short-run dynamic response," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09071, Aug.