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