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Report NEP-MST-2010-05-29
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:
- Michael McAleer & Marcelo C. Medeiros, 2010, "Forecasting Realized Volatility with Linear and Nonlinear Univariate Models," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/28, May.
- Steven L. Heston & Robert A. Korajczyk & Ronnie Sadka, 2010, "Intraday Patterns in the Cross-section of Stock Returns," Papers, arXiv.org, number 1005.3535, May.
- Manuabu Asai & Michael McAleer & Marcelo C. Medeiros, 2010, "Modelling and Forecasting Noisy Realized Volatility," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/21, May.
- Shengle Lin, 2010, "Gradual Information Diffusion and Asset Price Momentum," Working Papers, Chapman University, Economic Science Institute, number 10-04, Jan.
- Aaron Tornell & Chunming Yuan, , "Speculation and Hedging in the Currency Futures Markets: Are They Informative to the Spot Exchange Rates," UMBC Economics Department Working Papers, UMBC Department of Economics, number 09-116, revised 01 Nov 2009.
- Kathryn M.E. Dominguez & Rasmus Fatum & Pavel Vacek, 2010, "Does Foreign Exchange Reserve Decumulation Lead to Currency Appreciation?," Working Papers, Research Seminar in International Economics, University of Michigan, number 602, May.
- Reitz, Stefan & Ruelke, Jan C. & Taylor, Mark P., 2010, "On the nonlinear influence of Reserve Bank of Australia interventions on exchange rates," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2010,08.