Printed from https://ideas.repec.org/n/nep-mst/2013-06-30.html
Report NEP-MST-2013-06-30
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:
- Lundström, Christian, 2013, "Day trading returns across volatility states," Umeå Economic Studies, Umeå University, Department of Economics, number 861, Jun, revised 03 Mar 2017.
- Qian, Hang, 2013, "Vector Autoregression with Mixed Frequency Data," MPRA Paper, University Library of Munich, Germany, number 47856, Jun.
- Pitschner, Stefan, 2013, "Using Financial Markets To Estimate the Macro Effects of Monetary Policy:," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 267, May.
- Guillaume Rocheteau & Jose Antonio Rodriguez-Lopez, 2013, "Liquidity Provision, Interest Rates, and Unemployment," Working Papers, University of California-Irvine, Department of Economics, number 121311, Jun.
- Jean-François Carpantier & Arnaud Dufays, 2013, "Commodities Inventory Effect," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 13-07.
- Jennie Bai & Michael J. Fleming & Casidhe Horan, 2013, "The Microstructure of China's Government Bond Market," Staff Reports, Federal Reserve Bank of New York, number 622, May.