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Report NEP-MST-2012-09-22
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:
- Bulent Koksal, 2012, "An Analysis of Intraday Patterns and Liquidity on the Istanbul Stock Exchange," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1226.
- Ozcan Ceylan, 2012, "Time-Varying Volatility Asymmetry: A Conditioned HAR-RV(CJ) EGARCH-M Model," GIAM Working Papers, Galatasaray University Economic Research Center, number 12-4, Sep.
- Farhi, Emmanuel & Tirole, Jean, 2012, "Liquid Bundles," TSE Working Papers, Toulouse School of Economics (TSE), number 12-328, Jul, revised Oct 2013.
- Malhotra, Madhuri Malhotra & M., Thenmozhi & Gopalaswamy, Arun Kumar, 2012, "Liquidity changes around bonus and rights issue announcements: Evidence from manufacturing and service sectors in India," MPRA Paper, University Library of Munich, Germany, number 41216, Sep.