Printed from https://ideas.repec.org/n/nep-mst/2011-01-16.html
Report NEP-MST-2011-01-16
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:
- Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2010, "Microstructure order flow: statistical and economic evaluation of nonlinear forecasts," Working Papers, Business School - Economics, University of Glasgow, number 2010_30, Dec.
- Výrost, Tomáš & Baumöhl, Eduard, 2009, "Asymmetric GARCH and the financial crisis: a preliminary study," MPRA Paper, University Library of Munich, Germany, number 27939, Nov.
- Christopher J. Neely & Paul A. Weller, 2011, "Technical analysis in the foreign exchange market," Working Papers, Federal Reserve Bank of St. Louis, number 2011-001, DOI: 10.20955/wp.2011.001.