Report NEP-MST-2013-01-07This 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:
- Item repec:dgr:kubtil:2012001 is not listed on IDEAS anymore
- Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2012. "Sunshine Trading: Flashes of Trading Intent at the NASDAQ," Tinbergen Institute Discussion Papers 12-141/IV/DSF47, Tinbergen Institute.
- Jean Jacod & Mark Podolskij, 2012. "A test for the rank of the volatility process: the random perturbation approach," CREATES Research Papers 2012-57, Department of Economics and Business Economics, Aarhus University.
- Auer, Raphael & Schoenle, Raphael, 2012. "Market structure and exchange rate pass-through," Globalization Institute Working Papers 130, Federal Reserve Bank of Dallas.
- Nguyen, Giang & Engle, Robert & Fleming, Michael J. & Ghysels, Eric, 2012. "Liquidity and volatility in the U.S. treasury market," Staff Reports 590, Federal Reserve Bank of New York, revised 01 Nov 2018.
- Gündüz, Yalin & Nasev, Julia & Trapp, Monika, 2012. "The price impact of CDS trading," CFR Working Papers 12-12, University of Cologne, Centre for Financial Research (CFR).
- Carol Osler & Tanseli Savaser & Thang Tan Nguyen, 2012. "Asymetric Information and the Foreign-Exchange Trades of Global Custody Banks," Working Papers 55, Brandeis University, Department of Economics and International Businesss School.
- Jonathan Donier, 2012. "Market Impact with Autocorrelated Order Flow under Perfect Competition," Papers 1212.4770, arXiv.org.
- Item repec:ner:dauphi:urn:hdl:123456789/9676 is not listed on IDEAS anymore