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Report NEP-MST-2010-08-14
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:
- Evzen Kocenda & Jan Hanousek, 2010, "Foreign News and Spillovers in Emerging European Stock Markets," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp983, May.
- Paolo Angelini & Giovanni Guazzarotti, 2010, "Information uncertainty and the reaction of stock prices to news," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 765, Jul.
- Vitali Alexeev & Francis Tapon, 2010, "Testing Weak Form Efficiency on the Toronto Stock Exchange," Working Papers, University of Guelph, Department of Economics and Finance, number 1002.
- Yong-Ping Ruan & Wei-Xing Zhou, 2010, "Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant," Papers, arXiv.org, number 1008.0160, Aug.
- Tobias Adrian & Erkko Etula, 2010, "Funding liquidity risk and the cross-section of stock returns," Staff Reports, Federal Reserve Bank of New York, number 464.
- Alessandro Fontana, 2010, "The Persistent Negative Cds-Bond Basis during the 2007/08 Financial Crisis," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2010_13.