Report NEP-MST-2014-08-02This 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:
- David E. Allen & Michael McAleer & Marcel Scharth, 2014. "Asymmetric Realized Volatility Risk," Working Papers in Economics 14/20, University of Canterbury, Department of Economics and Finance.
- Alex Moss & Nicole Lux, 2013. "Liquidity Premiums in the Global Listed Real Estate Sector 2002-2012. An Analysis of Size and Importance under Dynamic Market Conditions," ERES eres2013_72, European Real Estate Society (ERES).
- Ronan Lyons, 2013. "Price Signals and Bid-Ask Spreads in an Illiquid Market: The Case of Residential Property in Ireland, 2006-2011," ERES eres2013_244, European Real Estate Society (ERES).