Printed from https://ideas.repec.org/n/nep-mst/2018-10-08.html
Report NEP-MST-2018-10-08
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:
- Yuta Yamauchi & Yasuhiro Omori, 2018, "Multivariate Stochastic Volatility Model with Realized Volatilities and Pairwise Realized Correlations," Papers, arXiv.org, number 1809.09928, Sep, revised Mar 2019.
- Evžen Kocenda & Michala Moravcová & Evžen Kočenda, 2018, "Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis," CESifo Working Paper Series, CESifo, number 7239.
- Aleksejus Kononovicius & Julius Ruseckas, 2018, "Order book model with herd behavior exhibiting long-range memory," Papers, arXiv.org, number 1809.02772, Sep, revised Apr 2019.
- Item repec:dnb:dnbwpp:605 is not listed on IDEAS anymore