This paper has been announced in the following NEP Reports:

• NEP-ALL-2007-01-14 (All new papers)
• NEP-ECM-2007-01-14 (Econometrics)
• NEP-ETS-2007-01-14 (Econometric Time Series)
• NEP-FOR-2007-01-14 (Forecasting)
• NEP-RMG-2007-01-14 (Risk Management)

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1. Söderberg, Jonas, 2008. "Do Macroeconomic Variables Forecast Changes in Liquidity? An Out-of-sample Study on the Order-driven Stock Markets in Scandinavia," CAFO Working Papers 2009:10, Centre for Labour Market Policy Research (CAFO), School of Management and Economics, Växjö University. [Downloadable!]