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Report NEP-MST-2010-06-04
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:
- Buti, Sabrina & Rindi, Barbara & Werner, Ingrid M., 2010, "Dynamic Dark Pool Trading Strategies in Limit Order Markets," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2010-6, Mar.
- Kathryn M.E. Dominguez & Rasmus Fatum & Pavel Vacek, 2010, "Does Foreign Exchange Reserve Decumulation Lead to Currency Appreciation?," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 2010-06, May.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1006.
- Yosef Bonaparte & Russell Cooper, 2010, "Rationalizing Trading Frequency and Returns," Economics Working Papers, European University Institute, number ECO2010/25.