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Report NEP-MST-2013-01-26
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:
- Lescourret, Laurence, 2012, "Non-Fundamental Information and Market-Makers' Behavior during the NASDAQ Preopening Session," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1212, Dec.
- Sylvain Delattre & Christian Y. Robert & Mathieu Rosenbaum, 2013, "Estimating the efficient price from the order flow: a Brownian Cox process approach," Papers, arXiv.org, number 1301.3114, Jan, revised Apr 2013.
- Oscar Bernal Diaz & Astrid Herinckx & Ariane Szafarz, 2013, "Which Short-Selling Regulation is the Least Damaging to Market Efficiency? Evidence from Europe," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 13-001, Jan.
- René Garcia & Daniel Mantilla-Garcia & Lionel Martellini, 2013, "A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns," CIRANO Working Papers, CIRANO, number 2013s-01, Jan.