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Report NEP-MST-2014-08-16
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:
- David E. Allen & Michael McAleer & Marcel Scharth, 2014, "Asymmetric Realized Volatility Risk," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-16, Jun.
- Leonidas Sandoval Junior, 2014, "Dynamics in two networks based on stocks of the US stock market," Papers, arXiv.org, number 1408.1728, Aug, revised Aug 2014.
- Alain François-Heude & Ouidad Yous, 2014, "On the liquidity of CAC 40 index options Market," Working Papers, Department of Research, Ipag Business School, number 2014-445, Jan.