Report NEP-MST-2014-08-20

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.

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Other reports in NEP-MST

The following items were announced in this report:

• Philippe de Peretti & Oren Tapiero, 2014. "A GARCH analysis of dark-pool trades," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00984834, HAL.
• Zhang, Guangfeng & Zhang, Qiong & Majeed, Muhammad Tariq, 2013. "Exchange Rate Determination and Forecasting: Can the Microstructure Approach Rescue Us from the Exchange Rate Disparity?," MPRA Paper 57673, University Library of Munich, Germany.
• Zilu Shang & Chris Brooks & Rachel McCloy, 2013. "Does More Detailed Information Mean Better Performance? An Experiment in Information Explicitness," ICMA Centre Discussion Papers in Finance icma-dp2013-05, Henley Business School, University of Reading.
• Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio, 2014. "Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns," Documentos de Trabajo del ICAE 2014-25, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.