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Report NEP-MST-2018-10-15
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:
- Worapree Maneesoonthorn & Gael M Martin & Catherine S Forbes, 2018, "Dynamic price jumps: The performance of high frequency tests and measures, and the robustness of inference," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/18.
- Sylvain Carr'e & Pierre Collin-Dufresne & Franck Gabriel, 2018, "Insider Trading with Penalties," Papers, arXiv.org, number 1809.07545, Sep.
- Chichaibelu, Bezawit Beyene & Garbero, Alessandra, , "Estimating resilience outcomes in an impact assessment framework with high-frequency data," 2018 Annual Meeting, August 5-7, Washington, D.C., Agricultural and Applied Economics Association, number 274460, DOI: 10.22004/ag.econ.274460.
- José María Liberti & Mitchell A. Petersen, 2018, "Information: Hard and Soft," NBER Working Papers, National Bureau of Economic Research, Inc, number 25075, Sep.
- Lee, Jaeram & Lee, Geul & Ryu, Doojin, 2018, "Difference in the intraday return-volume relationships of spots and futures: A quantile regression approach," Economics Discussion Papers, Kiel Institute for the World Economy, number 2018-68.