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7 documents matched the search for the 2012-10-27 issue of the NEP report on Market Microstructure (nep-mst), currently edited by Thanos Verousis.
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1

Price-Setting of Market Makers: A Filtering Problem with an Endogenous Filtration,
Christoph K\"uhn and Matthias Riedel, from arXiv.org (2012) Downloads

Simple arbitrage,
Christian Bender, from arXiv.org (2012) Downloads

Probability and Asset Updating using Bayesian Networks for Combinatorial Prediction Markets,
Wei Sun, Robin Hanson, Kathryn Blackmond Laskey and Charles Twardy, from arXiv.org (2012) Downloads

Market Structure and Pass-Through,
Raphael Schoenle and Raphael Auer, from Society for Economic Dynamics (2012) Downloads

Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests,
Alejandro Bernales and Massimo Guidolin, from IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2012)
Keywords: Equity options; Index options; Implied volatility surface; Predictability; Trading strategies. JEL Codes: C53, G13, G17.
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Judgmental Overconfidence and Trading Activity,
Gerlinde Fellner-Röhling and Sebastian Krügel, from Friedrich-Schiller-University Jena (2012)
Keywords: Overconfidence, Trading activity, Signal perception
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Margin Trading Bans in Experimental Asset Markets,
Sascha Füllbrunn and Tibor Neugebauer, from Friedrich-Schiller-University Jena (2012)
Keywords: Leverage, Asset Market, Price Bubble, Experimental Finance
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