Report NEP-MST-2011-10-15This 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:
- Fabio C. Bagliano & Carlo A. Favero & Giovanna Nicodano, 2011. "Insider Trading, Traded Volume and Returns," Working papers, Former Department of Economics and Public Finance "G. Prato", University of Torino 26, Former Department of Economics and Public Finance "G. Prato", University of Torino.
- Paolo Guasoni & Johannes Muhle-Karbe, 2011. "Long Horizons, High Risk Aversion, and Endogeneous Spreads," Papers 1110.1214, arXiv.org, revised Jul 2012.
- Kentaro Iwatsubo & Ian W. Marsh, 2011. "Order Flows, Fundamentals and Exchange Rates," Discussion Papers 1120, Graduate School of Economics, Kobe University.
- Junjie Wang & Shuigeng Zhou & Jihong Guan, 2011. "Detecting Collusive Cliques in Futures Markets Based on Trading Behaviors from Real Data," Papers 1110.1522, arXiv.org.
- Laurent Schoeffel, 2011. "Returns in futures markets and $\nu=3$ t-distribution," Papers 1110.1006, arXiv.org.