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Report NEP-MST-2019-11-04
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:
- Laser, Falk & Hellwig, Michael, 2019, "Agony of Choice – Trading off Stability and Competition in the Banking Markets," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203536.
- Eckbo, B. Espen & Ødegaard, Bernt Arne, 2019, "Insider trading and gender," UiS Working Papers in Economics and Finance, University of Stavanger, number 2019/2, Oct, revised 01 Sep 2021.
- Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar, 2019, "High-Frequency Volatility Forecasting of US Housing Markets," Working Papers, University of Pretoria, Department of Economics, number 201977, Oct.
- Halbleib, Roxana & Dimitriadis, Timo, 2019, "How informative is high-frequency data for tail risk estimation and forecasting? An intrinsic time perspectice," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203669.