Printed from https://ideas.repec.org/n/nep-mst/2012-12-06.html
Report NEP-MST-2012-12-06
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:
- Item repec:dgr:uvatin:20120121 is not listed on IDEAS anymore
- Alexis Fauth & Ciprian A. Tudor, 2012, "Modeling First Line Of An Order Book With Multivariate Marked Point Processes," Working Papers, HAL, number hal-00752971, Nov.
- José Manuel Corcuera & Emil Hedevang & Mikko S. Pakkanen & Mark Podolskij, 2012, "Asymptotic theory for Brownian semi-stationary processes with application to turbulence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-52, Nov.
- Alexis Fauth & Ciprian A. Tudor, 2012, "Modeling First Line Of An Order Book With Multivariate Marked Point Processes," Papers, arXiv.org, number 1211.4157, Nov.
- Völker, Florian & Cremers, Heinz & Panzer, Christof, 2012, "Integration des Marktliquiditätsrisikos in das Risikoanalysekonzept des Value at Risk," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 198.
- Pagano, Marco & Di Maggio, Marco, 2012, "Financial Disclosure and Market Transparency with Costly Information Processing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9207, Nov.
- Takatoshi Ito & Kenta Yamada & Misako Takayasu & Hideki Takayasu, 2012, "Free Lunch! Arbitrage Opportunities in the Foreign Exchange Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 18541, Nov.