Report NEP-MST-2012-04-03This 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:
- Frank W. K. Firk, 2012. "From Nuclear Reactions to High-Frequency Trading: an R-function Approach," Papers 1203.6021, arXiv.org.
- Jurgilas, Marius & Zikes, Filip, 2012. "Implicit intraday interest rate in the UK unsecured overnight money market," Bank of England working papers 447, Bank of England.
- Fulvio Baldovin & Francesco Camana & Michele Caraglio & Attilio L. Stella & Marco Zamparo, 2012. "Aftershock prediction for high-frequency financial markets' dynamics," Papers 1203.5893, arXiv.org, revised Jul 2012.
- Luka Mailafia Author_Email: email@example.com, 2011. "The Effect Of Automation Of The Trading System In The Nigerian Stock Exchange," Annual Summit on Business and Entrepreneurial Studies (ASBES 2011) Proceeding 2011-048-104, Conference Master Resources.