Printed from https://ideas.repec.org/n/nep-mst/2017-06-11.html
Report NEP-MST-2017-06-11
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:
- Goncalves, Silvia & Hounyo, Ulrich & Meddahi, Nour, 2017, "Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 869, May.
- Dovonon, Prosper & Goncalves, Silvia & Hounyo, Ulrich & Meddahi, Nour, 2017, "Bootstrapping high-frequency jump tests," TSE Working Papers, Toulouse School of Economics (TSE), number 17-810, May.
- Siekmann, Manuel, 2017, "Characteristics, causes, and price effects: Empirical evidence of intraday Edgeworth cycles," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 252.