Printed from https://ideas.repec.org/n/nep-mst/2010-05-22.html
Report NEP-MST-2010-05-22
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:
- Moinas, Sophie, 2010, "Hidden Limit Orders and Liquidity in Order Driven Markets," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 600, Mar.
- Moinas, Sophie, 2010, "Hidden Limit Orders and Liquidity in Order Driven Markets," TSE Working Papers, Toulouse School of Economics (TSE), number 10-147, Mar.
- Bertrand B. Maillet & Jean-Philippe R. M�decin, 2010, "Extreme Volatilities, Financial Crises and L-moment Estimations of Tail-indexes," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2010_10.
- Xinghua Zheng & Yingying Li, 2010, "On the estimation of integrated covariance matrices of high dimensional diffusion processes," Papers, arXiv.org, number 1005.1862, May, revised Mar 2012.
- Su, Yongyang, 2010, "The impact of the securities transaction taxes on the Chinese stock market," MPRA Paper, University Library of Munich, Germany, number 22695, revised 13 May 2010.