Report NEP-MST-2009-07-28

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, RSS, or Mastodon.

Other reports in NEP-MST

The following items were announced in this report:

• Item repec:rim:rimwps:wp24_09 is not listed on IDEAS anymore

• Item repec:rim:rimwps:wp25_09 is not listed on IDEAS anymore

• Item repec:rim:rimwps:wp31_09 is not listed on IDEAS anymore

• Julien Chevallier & Benoît Sévi, 2009. "On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting," EconomiX Working Papers 2009-24, University of Paris Nanterre, EconomiX.
• Item repec:rim:rimwps:wp29_09 is not listed on IDEAS anymore

• Item repec:rim:rimwps:wp19_09 is not listed on IDEAS anymore

• Mario Cerrato & Nicholas Sarantis & Alex Saunders, 2009. "An investigation of customer order flow in the foreign exchange market," Working Papers 2009_25, Business School - Economics, University of Glasgow, revised Feb 2010.
• Youki Kohsaka, 2009. "Did the ETF enhance arbitrage between cash and futures of the Nikkei225?," Discussion Papers in Economics and Business 09-20, Osaka University, Graduate School of Economics.
• Neil Shephard & Kevin Sheppard, 2009. "Realising the future: forecasting with high frequency based volatility (HEAVY) models," OFRC Working Papers Series 2009fe02, Oxford Financial Research Centre.
• Neil Shephard & Kevin Sheppard, 2009. "Realising the future: forecasting with high frequency based volatility (HEAVY) models," Economics Series Working Papers 438, University of Oxford, Department of Economics.
• Item repec:rsw:rswwps:rswwps31 is not listed on IDEAS anymore