Report NEP-MST-2009-04-13
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.Subscribe to this report: email, RSS, or Mastodon.
Other reports in NEP-MST
The following items were announced in this report:
- Lucian Tatu & Delia Tatu, 2008. "Bid-Ask Spread and its Components Estimation for BSE stocks Using Models Based on Autocovariance," International Trade and Finance Association Conference Papers 1125, International Trade and Finance Association.
- Patrick Bolton & Tano Santos & Jose A. Scheinkman, 2009. "Outside and Inside Liquidity," NBER Working Papers 14867, National Bureau of Economic Research, Inc.