Printed from https://ideas.repec.org/n/nep-mst/2013-04-27.html
Report NEP-MST-2013-04-27
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:
- Tetsuya Takaishi & Ting Ting Chen & Zeyu Zheng, 2013, "Analysis of Realized Volatility in Two Trading Sessions of the Japanese Stock Market," Papers, arXiv.org, number 1304.6006, Apr.
- A. Gareche & G. Disdier & J. Kockelkoren & J. -P. Bouchaud, 2013, "A Fokker-Planck description for the queue dynamics of large tick stocks," Papers, arXiv.org, number 1304.6819, Apr.
- Alasdair Brown, 2013, "Information Acquisition in Ostensibly Efficient Markets," University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 043, Apr.
- Ito, Ryoko, 2013, "Modeling Dynamic Diurnal Patterns in High-Frequency Financial Data," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1315, Jun.
- Peter Fuleky & Carl S. Bonham, 2013, "Forecasting with Mixed Frequency Samples: The Case of Common Trends," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201305, Apr.