Report NEP-MST-2010-12-11This 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:
- Sabrina Buti & Barbara Rindi & Ingrid M. Werner, 2010. "Dynamic Dark Pool Trading Strategies in Limit Order Markets," Working Papers 371, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Item repec:eab:financ:2370 is not listed on IDEAS anymore
- Rama Cont & Arseniy Kukanov & Sasha Stoikov, 2010. "The Price Impact of Order Book Events," Papers 1011.6402, arXiv.org, revised Apr 2011.
- Item repec:hal:wpaper:halshs-00539985_v1 is not listed on IDEAS anymore
- Shoko Morimoto & Mototsugu Shintani, 2010. "Trading volume and serial correlation in stock returns: a threshold regression approach," Discussion Papers in Economics and Business 10-28, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).