Printed from https://ideas.repec.org/n/nep-mst/2012-03-21.html
Report NEP-MST-2012-03-21
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:
- Cebiroğlu, Gökhan & Horst, Ulrich, 2012. "Hidden liquidity: Determinants and impact," SFB 649 Discussion Papers 2012-023, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Corsi, Fulvio & Peluso, Stefano & Audrino, Francesco, 2012. "Missing in Asynchronicity: A Kalman-EM Approach for Multivariate Realized Covariance Estimation," Economics Working Paper Series 1202, University of St. Gallen, School of Economics and Political Science.
- Gara M. dup Afonso & Ricardo Lagos, 2012. "An empirical study of trade dynamics in the interbank market," Staff Reports 550, Federal Reserve Bank of New York.
- Philip Bond & Yaron Leitner, 2012. "Market run-ups, market freezes, inventories, and leverage," Working Papers 12-8, Federal Reserve Bank of Philadelphia.