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Report NEP-MST-2016-03-10
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:
- Diego A. Agudelo & Lina M. Cortes & Mateo Vasco, 2015, "Do news improve liquidity through improved information or visibility? Evidence from Emerging Markets," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 14253, Mar.
- BOUSALAM, Issam & HAMZAOUI, Moustapha & ZOUHAYR, Otman, 2016, "Forecasting Daily Stock Volatility Using GARCH-CJ Type Models with Continuous and Jump Variation," MPRA Paper, University Library of Munich, Germany, number 69636, Jan.
- Benoît Sévi, 2014, "Forecasting the volatility of crude oil futures using intraday data," Working Papers, Department of Research, Ipag Business School, number 2014-53, Jan.
- Mohamed Arouri & Amal Aouadi & Philippe Foulquier & Frédéric Teulon, 2013, "Can Information Demand Help to Predict Stock Market Liquidity ? Google it !," Working Papers, Department of Research, Ipag Business School, number 2013-24, Jan.
- Sylvie Lecarpentier Moyal & Georges Prat & Patricia Renou Maissant & Remzi Uctum, 2013, "Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data," Working Papers, Department of Research, Ipag Business School, number 2013-27, Jan.
- Jin Hyuk Choi, 2016, "Optimal consumption and investment with liquid and illiquid assets," Papers, arXiv.org, number 1602.06998, Feb, revised Jan 2019.
- Breu, Christopher & Schönbohm, Avo & Löcher, Markus, 2015, "Impact of investor presentations on share prices: Evidence from DAX 30 companies from 2010-2012," Working Papers, Berlin School of Economics and Law, Institute of Management Berlin (IMB), number 88.