Printed from https://ideas.repec.org/n/nep-mst/2010-05-02.html
Report NEP-MST-2010-05-02
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:
- Grothe, Magdalena, 2010, "Price and trading response to public information," Working Paper Series, European Central Bank, number 1177, Apr.
- Skjeltorp, Johannes A & Odegaard, Bernt Arne, 2010, "Why do firms pay for liquidity provision in limit order markets?," UiS Working Papers in Economics and Finance, University of Stavanger, number 2010/3, Apr.
- Eric Girardin & Dijun Tan & Woon K. Wong, 2010, "Information Content of Order Flow and Cross-market Portfolio Rebalancing: Evidence for the Chinese Stock, Treasury and Corporate Bond Markets," Working Papers, Hong Kong Institute for Monetary Research, number 022010, Jan.
- Jianqing Fan & Yingying Li & Ke Yu, 2010, "Vast Volatility Matrix Estimation using High Frequency Data for Portfolio Selection," Papers, arXiv.org, number 1004.4956, Apr.
- Item repec:dgr:kubcen:201032 is not listed on IDEAS anymore
- Nektarios Aslanidis & Charlotte Christiansen, 2010, "Smooth Transition Patterns in the Realized Stock Bond Correlation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-15, Apr.