Printed from https://ideas.repec.org/n/nep-mst/2010-06-11.html
Report NEP-MST-2010-06-11
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:
- Carol L. Clark, 2010, "Controlling risk in a lightning-speed trading environment," Policy Discussion Paper Series, Federal Reserve Bank of Chicago, number PDP-2010-01.
- Alex Frino & Maria Grazia Romano, 2010, "Transaction Costs and the Asymmetric Price Impact of Block Trades," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 252, Jun.
- Item repec:hal:wpaper:hal-00422427_v3 is not listed on IDEAS anymore
- Fabien Guilbaud & Mohamed Mnif & Huy^en Pham, 2010, "Numerical methods for an optimal order execution problem," Papers, arXiv.org, number 1006.0768, Jun.