Report NEP-MST-2010-02-13This 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.
The following items were announced in this report:
- Ishikawa, Ryuichiro & Kudoh, Noritaka, 2010. "Beauty Contests and Asset Prices under Asymmetric Information," Discussion paper series. A 218, Graduate School of Economics and Business Administration, Hokkaido University.
- Michael C. M\"unnix & Rudi Sch\"afer & Thomas Guhr, 2010. "Impact of the tick-size on financial returns and correlations," Papers 1001.5124, arXiv.org, revised Jul 2010.
- Jie-Jun Tseng & Sai-Ping Li, 2010. "Asset returns and volatility clustering in financial time series," Papers 1002.0284, arXiv.org, revised Apr 2011.
- Simone Scotti, 2010. "The impact of uncertainties on the pricing of contingent claims," Papers 1001.5202, arXiv.org.
- Kaizoji, Taisei (firstname.lastname@example.org), 2010. "A Behavioral Model of Bubbles and Crashes," MPRA Paper 20352, University Library of Munich, Germany.