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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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
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, number hal-00984834.
- 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, University Library of Munich, Germany, number 57673.
- 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, Henley Business School, University of Reading, number icma-dp2013-05, Jun.
- Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio, 2014, "Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-25.