Printed from https://ideas.repec.org/n/nep-mst/2011-06-11.html
Report NEP-MST-2011-06-11
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:
- John Cotter, 2011, "Uncovering Long Memory in High Frequency UK Futures," Working Papers, Geary Institute, University College Dublin, number 200414, 05.
- Katarzyna Bien, 2011, "Informed and Uninformed Trading in the EUR/PLN Spot Market," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 53, May.
- Item repec:hum:wpaper:sfb649dp2011-028 is not listed on IDEAS anymore
- Ferdinand Graf, 2011, "Mechanically Extracted Company Signals and their Impact on Stock and Credit Markets," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2011-18, May.
- Andrea Monticini & Francesco Ravazzolo, 2011, "Forecasting the intraday market price of money," Working Paper, Norges Bank, number 2011/06, Jun.
- Les Coleman & Adi Schnytzer, 2011, "Shorting the Bear: A Test of Anecdotal Evidence of Insider Trading in Early Stages of the Sub-Prime Market Crisis," Working Papers, Bar-Ilan University, Department of Economics, number 2011-11, Mar.