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Report NEP-MST-2009-11-27
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:
- Foucault, Thierry & Kandel, Eugene & Kadan, Ohad, 2009, "Liquidity cycles and make/take fees in electronic markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7551, Nov.
- Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2009, "Jump-Robust Volatility Estimation using Nearest Neighbor Truncation," NBER Working Papers, National Bureau of Economic Research, Inc, number 15533, Nov.
- Pagano, Marco & Beber, Alessandro, 2009, "Short-Selling Bans around the World: Evidence from the 2007-09 Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7557, Nov.
- Michael McAleer & Marcelo C. Medeiros, 2009, "Forecasting Realized Volatility with Linear and Nonlinear Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-686, Oct.
- Cyril Monnet & Ted Temzelides & Thorsten V. Koeppl, 2009, "Optimal Clearing Arrangements For Financial Trades," Working Paper, Economics Department, Queen's University, number 1222, Nov.
- Pedersen, Lasse Heje & Garleanu, Nicolae Bogdan, 2009, "Dynamic Trading with Predictable Returns and Transaction Costs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7392, Aug.