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Report NEP-MST-2013-06-16
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:
- Imma Valentina Curato, 2013, "Fourier estimation of stochastic leverage using high frequency data," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number 2013-04, Jun.
- Frutos, M. A. de & Manzano, Carolina, 2013, "Market Transparency, Market Quality and Sunshine Trading," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/211882.
- Jun-ichi Maskawa & Joshin Murai & Koji Kuroda, 2013, "Market-wide price co-movement around crashes in the Tokyo Stock Exchange," Papers, arXiv.org, number 1306.2188, Jun.