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Report NEP-MST-2010-12-04
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:
- Guglielmo Maria Caporale & Alessandro Girardi & Paolo Paesani, 2010, "Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1080.
- Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk, 2010, "Midquotes or Transactional Data? The Comparison of Black Model on HF Data," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2010-15.
- Ariane Szafarz, 2010, "Financial Crises in Efficient Markets: How Fundamentalists Fuel Volatility," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 10-052, Nov.
- Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010, "Forecasting with mixed-frequency data," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 10-2010, Nov.