Printed from https://ideas.repec.org/n/nep-mst/2010-07-03.html
Report NEP-MST-2010-07-03
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:
- David E. Allen & Michael McAleer & Marcel Scharth, 2010, "Realized Volatility Risk," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/26, May.
- Susan Thomas, 2010, "Call auctions: A Solution to some difficulties in Indian finance," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2010-006, Jun.
- Pekka Malo & Teemu Pennanen, 2010, "Reduced form modeling of limit order markets," Papers, arXiv.org, number 1006.4517, Jun.
- Susan Thomas, 2010, "Call Auctions: A Solution to Some Difficulties in Indian Finance," Working Papers, eSocialSciences, number id:2597, Jun.