Printed from https://ideas.repec.org/n/nep-mst/2013-05-05.html
Report NEP-MST-2013-05-05
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:hum:wpaper:sfb649dp2013-021 is not listed on IDEAS anymore
- Leonardo Becchetti & Massimo Ferrari, 2013, "The impact of the French Tobin tax," Econometica Working Papers, Econometica, number wp47, Mar.
- Taylor, Nick & Xu, Yongdeng, 2013, "The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2013/7, Apr.
- Alessandro Girardi & Claudio Impenna, 2013, "Price discovery in the Italian sovereign bonds market: the role of order flow," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 906, Apr.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2013, "Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1294.
- Pietro Fodra & Huyên Pham, 2013, "Semi Markov model for market microstructure," Working Papers, HAL, number hal-00819269, Apr.
- Item repec:hum:wpaper:sfb649dp2013-017 is not listed on IDEAS anymore
- Guglielmo D'Amico & Filippo Petroni, 2013, "Multivariate high-frequency financial data via semi-Markov processes," Papers, arXiv.org, number 1305.0436, May.