Report NEP-MST-2010-06-11This 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:
- Carol L. Clark, 2010. "Controlling risk in a lightning-speed trading environment," Policy Discussion Paper Series, Federal Reserve Bank of Chicago PDP-2010-01, Federal Reserve Bank of Chicago.
- Alex Frino & Maria Grazia Romano, 2010. "Transaction Costs and the Asymmetric Price Impact of Block Trades," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy 252, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Item repec:hal:wpaper:hal-00422427_v3 is not listed on IDEAS anymore
- Fabien Guilbaud & Mohamed Mnif & Huy\^en Pham, 2010. "Numerical methods for an optimal order execution problem," Papers, arXiv.org 1006.0768, arXiv.org.