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Report NEP-MST-2010-11-06
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:
- Ethan Cohen-Cole & Andrei Kirilenko & Eleonora Patacchini, 2010, "Are Networks Priced? Network Topology and Order Trading Strategies in High Liquidity Markets," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1011, revised Apr 2010.
- Jank, Stephan & Wedow, Michael, 2010, "Sturm und Drang in money market funds: When money market funds cease to be narrow," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 10-16.
- Chesney, Marc & Kempf, Alexander, 2010, "The value of tradeability," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 10-11.
- B. Dupoyet & H. R. Fiebig & D. P. Musgrove, 2010, "Replicating financial market dynamics with a simple self-organized critical lattice model," Papers, arXiv.org, number 1010.4831, Oct.
- Frey, Stefan & Herbst, Patrick, 2010, "The influence of buy-side analysts on mutual fund trading," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 10-10.
- Frederic Abergel & Aymen Jedidi, 2010, "A Mathematical Approach to Order Book Modeling," Papers, arXiv.org, number 1010.5136, Oct, revised Mar 2013.
- Grammig, Joachim G. & Peter, Franziska J., 2010, "Tell-tale tails: A data driven approach to estimate unique market information shares," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 10-06.