Report NEP-MST-2010-03-13

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.

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Other reports in NEP-MST

The following items were announced in this report:

• Daisuke Nagakura & Toshiaki Watanabe, 2010, "A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd09-115, Feb.
• Guo-Hua Mu & Wei-Xing Zhou & Wei Chen & Janos Kertesz, 2010, "Order flow dynamics around extreme price changes on an emerging stock market," Papers, arXiv.org, number 1003.0168, Feb.
• Item repec:ner:leuven:urn:hdl:123456789/223654 is not listed on IDEAS anymore

Report NEP-MST-2010-03-13

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: