Report NEP-MST-2012-04-23This 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:
- Francis Breedon & Angelo Ranaldo, 2012. "Intraday Patterns in FX Returns and Order Flow," Working Papers 694, Queen Mary, University of London, School of Economics and Finance.
- Item repec:hal:wpaper:hal-00687675 is not listed on IDEAS anymore
- Greg Farrell & Shakill Hassan & Nicola Viegi, 2012. "The High-Frequency Response of the Rand-Dollar rate to Inflation Surprises," Working Papers 279, Economic Research Southern Africa.
- Aurélien Alfonsi & José Infante Acevedo, 2012. "Optimal execution and price manipulations in time-varying limit order books," Working Papers hal-00687193, HAL.
- Aur\'elien Alfonsi & Jos\'e Infante Acevedo, 2012. "Optimal execution and price manipulations in time-varying limit order books," Science & Finance (CFM) working paper archive 1204.2736, Science & Finance, Capital Fund Management.