Printed from https://ideas.repec.org/n/nep-mst/2011-07-02.html
Report NEP-MST-2011-07-02
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 & Kevin Dowd, 2011, "Intra-Day Seasonality in Foreign Market Transactions," Working Papers, Geary Institute, University College Dublin, number 200744, Jun.
- Item repec:dgr:kubcen:2011069 is not listed on IDEAS anymore
- Fabien Guilbaud & Huyen Pham, 2011, "Optimal High Frequency Trading with limit and market orders," Working Papers, HAL, number hal-00603385, Jun.
- John Cotter & Kevin Dowd, 2011, "Evaluating the Precision of Estimators of Quantile-Based Risk Measures," Working Papers, Geary Institute, University College Dublin, number 200743, Jun.
- John Cotter & Francois Longin, 2011, "Margin Requirements with Intraday Dynamics," Working Papers, Geary Institute, University College Dublin, number 200519, Jun.
- Lidia Sanchis-Marco & Antonio Rubia Serrano, 2011, "On downside risk predictability through liquidity and trading activity: a quantile regression approach," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2011-14, Jun.