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Report NEP-MST-2010-02-20
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:
- Zagaglia, Paolo, 2010, "Informed trading in the Euro money market for term lending," MPRA Paper, University Library of Munich, Germany, number 20415, Feb.
- Fei Ren & Wei-Xing Zhou, 2010, "Recurrence interval analysis of trading volumes," Papers, arXiv.org, number 1002.1653, Feb.
- Andrea Petrella & Sandro Sapio, 2010, "No PUN intended: A time series analysis of the Italian day-ahead electricity prices," RSCAS Working Papers, European University Institute, number 2010/03, Jan.
- Vives, Xavier, 2009, "Asset auctions, information and liquidity," IESE Research Papers, IESE Business School, number D/837, Dec.