Report NEP-MST-2007-01-13

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.

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Other reports in NEP-MST

The following items were announced in this report:

• Ricardo Lagos & Guillaume Rocheteau, 2006. "Search in Asset Markets," 2006 Meeting Papers 869, Society for Economic Dynamics.
• Item repec:cfs:cfswop:wp2000625 is not listed on IDEAS anymore

• Peter C.B. Phillips & Jun Yu, 2007. "Information Loss in Volatility Measurement with Flat Price Trading," Cowles Foundation Discussion Papers 1598, Cowles Foundation for Research in Economics, Yale University.
• Item repec:cdl:ucsdec:2005-06r is not listed on IDEAS anymore

• Craig Burnside & Martin Eichenbaum & Isaac Kleshchelski & Sergio Rebelo, 2006. "The Returns to Currency Speculation," 2006 Meeting Papers 864, Society for Economic Dynamics.
• Item repec:cdl:ucsdec:2005-07 is not listed on IDEAS anymore

• Alex Boulatov & Dmitry Livdan, 2006. "Strategic Trading with Market Closures," 2006 Meeting Papers 44, Society for Economic Dynamics.
• Gunduz Caginalp & Vladimira Ilieva, 2006. "The dynamics of trader motivations in asset bubbles," Labsi Experimental Economics Laboratory University of Siena 008, University of Siena.
• Peter C.B. Phillips & Jun Yu, 2007. "Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance," Cowles Foundation Discussion Papers 1597, Cowles Foundation for Research in Economics, Yale University.
• Item repec:uba:hadfwe:termstructure-bauer-horlemann-2006-09 is not listed on IDEAS anymore