Printed from https://ideas.repec.org/n/nep-mst/2010-12-18.html
Report NEP-MST-2010-12-18
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:
- Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk, 2010, "Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2010-16.
- Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2010, "The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 10-29, Dec.
- Ilhyock Shim & Haibin Zhu, 2010, "The impact of CDS trading on the bond market: evidence from Asia," BIS Working Papers, Bank for International Settlements, number 332, Dec.
- Fuzhou Gong & Deqing Zhou, 2010, "Insider Trading in the Market with Rational Expected Price," Papers, arXiv.org, number 1012.2160, Dec.
- James J. Choi & Li Jin & Hongjun Yan, 2010, "What Does Stock Ownership Breadth Measure?," NBER Working Papers, National Bureau of Economic Research, Inc, number 16591, Dec.