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Report NEP-MST-2010-07-24
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:
- Austin Gerig & David Michayluk, 2010, "Automated Liquidity Provision and the Demise of Traditional Market Making," Papers, arXiv.org, number 1007.2352, Jul.
- Michael Kearns & Alex Kulesza & Yuriy Nevmyvaka, 2010, "Empirical Limitations on High Frequency Trading Profitability," Papers, arXiv.org, number 1007.2593, Jul, revised Sep 2010.
- Bruce I. Carlin & Shimon Kogan, 2010, "Trading Complex Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 16187, Jul.
- Alberto Manconi & Massimo Massa & Ayako Yasuda, 2010, "The Behavior of Intoxicated Investors: The role of institutional investors in propagating the crisis of 2007-2008," NBER Working Papers, National Bureau of Economic Research, Inc, number 16191, Jul.
- Narayan, Paresh Kumar & Zhang, Zhichao & Zheng, Xinwei, 2010, "Some hypotheses on commonality in liquidity: new evidence from the Chinese stock market," Working Papers, Deakin University, Department of Economics, number eco_2010_10, Jan, DOI: 10.1080/1540496X.2015.1061799.