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Report NEP-MST-2010-03-20
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:
- Dorje C. Brody & Julian Brody & Bernhard K. Meister & Matthew F. Parry, 2010, "Outsider Trading," Papers, arXiv.org, number 1003.0764, Mar, revised Mar 2010.
- Carey, Alexander, 2010, "Higher-order volatility: time series," MPRA Paper, University Library of Munich, Germany, number 21087, Jan.
- Fabio Tramontana & Frank Westerhoff & Laura Gardini, 2010, "On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 1005, revised 2010.