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Report NEP-MST-2011-02-19
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:
- Numan Ülkü & Enzo Weber, 2011, "Bigger Fish in Small Pond : The Interaction between Foreigners' Trading and Emerging Stock Market Returns under the Microscope," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 294, Jan.
- Taufemback, Cleiton & Da Silva, Sergio, 2011, "Spectral Analysis Informs the Proper Frequency in the Sampling of Financial Time Series Data," MPRA Paper, University Library of Munich, Germany, number 28720.
- Cecilia Frale & Libero Monteforte, 2011, "FaMIDAS: A Mixed Frequency Factor Model with MIDAS structure," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 788, Jan.
- Michael C. Munnix & Rudi Schafer, 2011, "A Copula Approach on the Dynamics of Statistical Dependencies in the US Stock Market," Papers, arXiv.org, number 1102.1099, Feb, revised Mar 2011.