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Report NEP-MST-2015-08-13
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:
- Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2015, "Intraday volatility interaction between the crude oil and equity markets," Working Papers, Deakin University, Department of Economics, number fe_2015_14, Jan, DOI: 10.1016/j.intfin.2015.07.007.
- Tetsuya Adachi & Yoshihiko Uchida, 2015, "Variation of Wrong-Way Risk Management and Its Impact on Security Price Changes," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 15-E-11, Jul.
- Siewierski, Tomasz, 2015, "Empirics of Intraday and Real-time Markets in Europe: POLAND," EconStor Research Reports, ZBW - Leibniz Information Centre for Economics, number 112779, Jul.