Printed from https://ideas.repec.org/n/nep-mst/2010-10-30.html
Report NEP-MST-2010-10-30
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:
- Dobrislav Dobrev & Pawel J. Szerszen, 2010, "The information content of high-frequency data for estimating equity return models and forecasting risk," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1005.
- Khalil al Dayri & Emmanuel Bacry & Jean-Francois Muzy, 2010, "The nature of price returns during periods of high market activity," Papers, arXiv.org, number 1010.4226, Oct, revised Oct 2010.
- Item repec:dgr:uvatin:20100106 is not listed on IDEAS anymore