Printed from https://ideas.repec.org/n/nep-mst/2016-03-29.html
Report NEP-MST-2016-03-29
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:
- Shanshan Wang & Rudi Schafer & Thomas Guhr, 2016, "Cross-response in correlated financial markets: individual stocks," Papers, arXiv.org, number 1603.01580, Mar, revised Apr 2016.
- Item repec:bof:bofitp:urn:nbn:fi:bof-201504131156 is not listed on IDEAS anymore
- Vander Elst, Harry & Veredas, David, 2014, "Disentangled jump-robust realized covariances and correlations with non-synchronous prices," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws142416, Sep.
- Edoardo Rainone & Francesco Vacirca, 2016, "Estimating the money market microstructure with negative and zero interest rates," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1059, Feb.
- Kent Daniel & David Hirshleifer, 2016, "Overconfident Investors, Predictable Returns, and Excessive Trading," NBER Working Papers, National Bureau of Economic Research, Inc, number 21945, Jan.