Printed from https://ideas.repec.org/n/nep-mst/2013-01-07.html
Report NEP-MST-2013-01-07
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:kubtil:2012001 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20120141 is not listed on IDEAS anymore
- Jean Jacod & Mark Podolskij, 2012, "A test for the rank of the volatility process: the random perturbation approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-57, Dec.
- Raphael Auer & Raphael Schoenle, 2012, "Market structure and exchange rate pass-through," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 130.
- Robert Engle & Michael J. Fleming & Eric Ghysels & Giang Nguyen, 2012, "Liquidity and volatility in the U.S. treasury market," Staff Reports, Federal Reserve Bank of New York, number 590, Dec.
- Gündüz, Yalin & Nasev, Julia & Trapp, Monika, 2012, "The price impact of CDS trading," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 12-12.
- Carol Osler & Tanseli Savaser & Thang Tan Nguyen, 2012, "Asymetric Information and the Foreign-Exchange Trades of Global Custody Banks," Working Papers, Brandeis University, Department of Economics and International Business School, number 55, Nov.
- Jonathan Donier, 2012, "Market Impact with Autocorrelated Order Flow under Perfect Competition," Papers, arXiv.org, number 1212.4770, Dec.
- Item repec:ner:dauphi:urn:hdl:123456789/9676 is not listed on IDEAS anymore