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Report NEP-MST-2010-03-06
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:
- Leif Brandes & Egon Franck & Erwin Verbeek, 2009, "The Validity of Models on the Information Content of Trades," Working Papers, University of Zurich, Institute for Strategy and Business Economics (ISU), number 00120, revised 2010.
- X. F. Jiang & B. Zheng & J. Shen, 2010, "Large-volatility dynamics in financial markets," Papers, arXiv.org, number 1002.3747, Feb, revised Mar 2011.