Report NEP-MST-2013-02-03This 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:
- Markus Bibinger & Per A. Mykland, 2013. "Inference for Multi-Dimensional High-Frequency Data: Equivalence of Methods, Central Limit Theorems, and an Application to Conditional Independence Testing," SFB 649 Discussion Papers SFB649DP2013-006, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Jutta Dönges & Frank Heinemann & Tijmen R. Daniëls, 2013. "Crossing Network versus Dealer Market: Unique Equilibrium in the Allocation of Order Flow," SFB 649 Discussion Papers SFB649DP2013-007, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- John D. Hey & Daniela Di Cagno, 2013. "Does Sequentiality Impede Convergence?," Discussion Papers 13/03, Department of Economics, University of York.
- Item repec:ner:dauphi:urn:hdl:123456789/10852 is not listed on IDEAS anymore
- Kensuke Ishitani & Takashi Kato, 2013. "Optimal Execution for Uncertain Market Impact: Derivation and Characterization of a Continuous-Time Value Function," Papers 1301.6485, arXiv.org, revised Feb 2013.