Report NEP-MST-2010-03-06This 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:
- Â Leif Brandes & Â Egon Franck & Â Erwin Verbeek, . "Â The Validity of Models on the Information Content of Trades," Working Papers 00120, University of Zurich, Institute for Strategy and Business Economics (ISU), revised 2010.
- X. F. Jiang & B. Zheng & J. Shen, 2010. "Large-volatility dynamics in financial markets," Papers 1002.3747, arXiv.org, revised Mar 2011.