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Report NEP-MST-2008-04-12
This 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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-MST
The following items were announced in this report:
- Hans Degryse & Mark Van Achter & Gunther Wuyts, 2004, "Dynamic order Submission Strategies with Competition between a Dealer Market and a Crossing Network," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces0415, Mar.
- Hans Degryse & Mark Van Achter, 2001, "Alternative Trading Systems and Liquidity," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces0122, Mar.
- Fischer, Andreas & Ranaldo, Angelo, 2008, "Does FOMC News Increase Global FX Trading?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6753, Mar.
- MartÃnez de Albeniz, Victor & Vendrell, Josep M., 2008, "A capacitated commodity trading model with market power," IESE Research Papers, IESE Business School, number D/728, Jan.
- Wolff, Christian & Verschoor, Willem F C & Jongen, Ron & Zwinkels, Remco C.J., 2008, "Dispersion of Beliefs in the Foreign Exchange Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6738, Mar.
- Pierre Bajgrowicz & Olivier Scaillet, 2008, "Technical Trading Revisited: False Discoveries, Persistence Tests, and Transaction Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-05, May, revised Jul 2009.
- Olivier Vergote, 2005, "How to Match Trades and Quotes for Nyse Stocks?," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces0510, Mar.