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Report NEP-MST-2016-03-29
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:
- Shanshan Wang & Rudi Schafer & Thomas Guhr, 2016. "Cross-response in correlated financial markets: individual stocks," Papers 1603.01580, arXiv.org, revised Apr 2016.
- Item repec:bof:bofitp:urn:nbn:fi:bof-201504131156 is not listed on IDEAS anymore
- Vander Elst, Harry & Veredas, David, 2014. "Disentangled jump-robust realized covariances and correlations with non-synchronous prices," DES - Working Papers. Statistics and Econometrics. WS ws142416, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Edoardo Rainone & Francesco Vacirca, 2016. "Estimating the money market microstructure with negative and zero interest rates," Temi di discussione (Economic working papers) 1059, Bank of Italy, Economic Research and International Relations Area.
- Kent Daniel & David Hirshleifer, 2016. "Overconfident Investors, Predictable Returns, and Excessive Trading," NBER Working Papers 21945, National Bureau of Economic Research, Inc.