Report NEP-MST-2006-08-12This 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.
The following items were announced in this report:
- Jeremy Large, 2006. "A Market-Clearing Role for Inefficiency on a Limit Order Book," Economics Papers, Economics Group, Nuffield College, University of Oxford 2006-W08, Economics Group, Nuffield College, University of Oxford.
- Marco LiCalzi & Paolo Pellizzari, 2006. "Simple Market Protocols for Efficient Risk Sharing," Working Papers, Department of Applied Mathematics, UniversitÃ Ca' Foscari Venezia 136, Department of Applied Mathematics, Università Ca' Foscari Venezia.