Printed from https://ideas.repec.org/n/nep-mst/2011-02-26.html
Report NEP-MST-2011-02-26
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:
- Christian Bach & Bent Jesper Christensen, 2011, "Latent Integrated Stochastic Volatility, Realized Volatility, and Implied Volatility: A State Space Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-61, Feb.
- Lin, William & Sun, David & Tsai, Shih-Chuan, 2010, "Searching out of Trading Noise: A Study of Intraday Transactions Cost," MPRA Paper, University Library of Munich, Germany, number 28937, Jun, revised 14 Jan 2011.
- George Jiang & Ingrid Lo, 2011, "Private Information Flow and Price Discovery in the U.S. Treasury Market," Staff Working Papers, Bank of Canada, number 11-5, DOI: 10.34989/swp-2011-5.
- Marine Carrasco & Rachidi Kotchoni, 2011, "Adaptive Realized Kernels," CIRANO Working Papers, CIRANO, number 2011s-29, Feb.
- Item repec:dgr:umamet:2011010 is not listed on IDEAS anymore
- Loukil, Nadia & Yousfi, Ouidad, 2010, "Firm's information environment and stock liquidity: evidence from Tunisian context," MPRA Paper, University Library of Munich, Germany, number 28699, Jan, revised Feb 2011.
- Item repec:dgr:uvatin:20110029 is not listed on IDEAS anymore
- Item repec:mod:wcefin:11021 is not listed on IDEAS anymore