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Report NEP-MST-2008-10-28
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:
Stephen Fagan & Ramazan Gencay, 2008.
"Liquidity-Induced Dynamics in Futures Markets EERI Research Paper Series
EERI_RP_2008_01, Economics and Econometrics Research Institute (EERI).
[Downloadable!] Francis X. Diebold & Georg H. Strasser, 2008.
"On the Correlation Structure of Microstructure Noise in Theory and Practice PIER Working Paper Archive
08-038, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
[Downloadable!] Marco LiCalzi & Lucia Milone & Paolo Pellizzari, 2008.
"Allocative efficiency and traders' protection under zero intelligence behavior Working Papers
168, Department of Applied Mathematics, University of Venice, revised Nov 2009.
[Downloadable!] Ricardo Ribeiro, 2008.
"Market Dominance and Barriers to Competition in Financial Trading Venues Working Papers
08-35, NET Institute, revised Oct 2008.
[Downloadable!] 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 .