Report NEP-MST-2011-04-16This 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:
- Bence Toth & Zoltan Eisler & Fabrizio Lillo & Julien Kockelkoren & Jean-Philippe Bouchaud & J. Doyne Farmer, 2011. "How does the market react to your order flow?," Papers, arXiv.org 1104.0587, arXiv.org, revised May 2012.
- Ennio Bilancini & Leonardo boncinelli, 2011. "Dynamic Adverse Selection and the Size of the Informed Side of the Market," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi" 0650, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
- Item repec:hal:wpaper:hal-00583372 is not listed on IDEAS anymore