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Report NEP-MST-2010-07-17
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:
- Bruce Mizrach & Yoichi Otsubo, 2010, "The Market Microstructure of the European Climate Exchange," Departmental Working Papers, Rutgers University, Department of Economics, number 201005, Jul.
- Conrad, Christian & Rittler, Daniel & Rotfuß, Waldemar, 2010, "Modeling and explaining the dynamics of European Union allowance prices at high-frequency," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-038.
- Bas ter Weel & T. Prevoo, 2010, "The effects of a change in market abuse regulation on abnormal returns and volumes: Evidence from the Amsterdam stock market," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 154, Jul.
- Fulvio Corsi & Davide Pirino & Roberto Reno', 2010, "Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2010/11, Jul.