Report NEP-MST-2011-07-13This 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:
- Marina Theodosiou & Filip Zikes, 2011. "A Comprehensive Comparison of Alternative Tests for Jumps in Asset Prices," Working Papers 2011-2, Central Bank of Cyprus.
- Sinha, Pankaj & Sharma, Gopalakrishna & Shah, Akash & Singh, Abhijeet, 2011. "Algorithms for merging tick data and data analysis for Indian financial market," MPRA Paper 32058, University Library of Munich, Germany.
- Martin Evans, 2010. "The Microstructure of Currency Markets," Working Papers gueconwpa~10-10-03, Georgetown University, Department of Economics.
- Kondor, Péter, 2011. "The more we know on the fundamental, the less we agree on the price," CEPR Discussion Papers 8455, C.E.P.R. Discussion Papers.
- Item repec:ner:carlos:info:hdl:10016/3900 is not listed on IDEAS anymore
- D. Van Geyt & P. Van Cauwenberge & H. Vander Bauwhede, 2011. "Does High-Quality Corporate Communication Reduce Insider Trading Profitability," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/718, Ghent University, Faculty of Economics and Business Administration.
- Martin Evans and Dagfinn Rime, 2010. "Micro Approaches to foreign Exchange Determination," Working Papers gueconwpa~10-10-04, Georgetown University, Department of Economics.