Report NEP-MST-2010-07-10This 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:
- Reginald D. Smith, 2010. "Is high-frequency trading inducing changes in market microstructure and dynamics?," Papers 1006.5490, arXiv.org, revised Sep 2010.
- Ajay Pandey & Sobhesh Kumar Agarwalla, 2010. "Price Impact of Block Trades and Price Behavior Surrounding Block Trades in Indian Capital Market," Working Papers id:2618, eSocialSciences.
- Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2010. "Why do firms pay for liquidity provision in limit order markets?," Working Paper 2010/12, Norges Bank.
- Item repec:zbw:cauewp:201007 is not listed on IDEAS anymore