Report NEP-MST-2013-09-28This 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.
The following items were announced in this report:
- Ulf Brüggemann & Aditya Kaul & Christian Leuz & Ingrid M. Werner, 2013. "The Twilight Zone: OTC Regulatory Regimes and Market Quality," NBER Working Papers 19358, National Bureau of Economic Research, Inc.
- Efthymiou, Vassilis A. & Leledakis, George N., 2013. "Intraday analysis of the limit order bias at the ex-dividend day of U.S. common stocks," MPRA Paper 49770, University Library of Munich, Germany.
- Della Corte, Pasquale & Ramadorai, Tarun & Sarno, Lucio, 2013. "Volatility Risk Premia and Exchange Rate Predictability," CEPR Discussion Papers 9549, C.E.P.R. Discussion Papers.