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Report NEP-MST-2007-12-01
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 or RSS Other reports in NEP-MST
The following items were anounced in this report:
Claudio Henrique da Silveira Barbedo & Eduardo Facó Lemgruber, 2007.
"The Effect of Bid-Ask Prices on Brazilian Options Implied Volatility: A Case Study of Telemar Call Options Working Papers Series
144, Central Bank of Brazil, Research Department.
[Downloadable!] Albert J. Menkveld & Asani Sarkar & Michel van der Wel, 2007.
"Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures Staff Reports
307, Federal Reserve Bank of New York.
[Downloadable!] Zhi Da & Pengjie Gao & Ravi Jagannathan, 2007.
"When Does a Mutual Fund's Trade Reveal its Skill? NBER Working Papers
13625, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Philip Bond & Hulya Eraslan, 2007.
"Information-based trade Levine's Bibliography
122247000000001689, UCLA Department of Economics.
[Downloadable!] Thanh Huong Dinh & Jean-François Gajewski, 2007.
"An experimental study of trading volume and divergence of expectations in relation to earnings announcement CIRANO Working Papers
2007s-24, CIRANO.
[Downloadable!] Albuquerque, Rui & Miao, Jianjun, 2007.
"Advance Information and Asset Prices CEPR Discussion Papers
6588, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) This page was last updated on 2009-11-15.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .