Report NEP-MST-2011-02-05This 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.
The following items were announced in this report:
- Carol Osler & Tanseli Savaser, 2010. "Extreme Returns: The Case of Currencies," Working Papers 04, Brandeis University, Department of Economics and International Businesss School.
- Carol Osler & Alexander Mende & Lukas Menkhoff, 2010. "Price Discovery in Currency Markets," Working Papers 03, Brandeis University, Department of Economics and International Businesss School.
- Carole Gresse, 2010. "Post-MiFID Developments in Equity Market Liquidity," Post-Print halshs-00559919, HAL.
- Ole Peters & Alexander Adamou, 2011. "Stochastic Market Efficiency," Papers 1101.4548, arXiv.org.