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Report NEP-MST-2010-02-05
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:
- Lin, William & Tsai, Shih-Chuan & Sun, David, 2009, "What Causes Herding:Information Cascade or Search Cost ?," MPRA Paper, University Library of Munich, Germany, number 20217, Feb, revised 23 Jan 2010.
- Markus Reiss, 2010, "Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise," Papers, arXiv.org, number 1001.3006, Jan.
- Item repec:wbs:wpaper:wp09-01 is not listed on IDEAS anymore
- Brajesh Kumar, 2010, "The Dynamic Relationship between Price and Trading Volume: Evidence from Indian Stock Market," Working Papers, eSocialSciences, number id:2379.