Report NEP-MST-2010-06-04

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.

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Other reports in NEP-MST

The following items were announced in this report:

• Buti, Sabrina & Rindi, Barbara & Werner, Ingrid M., 2010. "Dynamic Dark Pool Trading Strategies in Limit Order Markets," Working Paper Series 2010-6, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Kathryn M.E. Dominguez & Rasmus Fatum & Pavel Vacek, 2010. "Does Foreign Exchange Reserve Decumulation Lead to Currency Appreciation?," EPRU Working Paper Series 2010-06, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010. "Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models," Discussion Papers of DIW Berlin 1006, DIW Berlin, German Institute for Economic Research.
• Yosef Bonaparte & Russell Cooper, 2010. "Rationalizing Trading Frequency and Returns," Economics Working Papers ECO2010/25, European University Institute.