Printed from https://ideas.repec.org/n/nep-mst/2010-12-11.html
Report NEP-MST-2010-12-11
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:
- Sabrina Buti & Barbara Rindi & Ingrid M. Werner, 2010, "Dynamic Dark Pool Trading Strategies in Limit Order Markets," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 371.
- Item repec:eab:financ:2370 is not listed on IDEAS anymore
- Rama Cont & Arseniy Kukanov & Sasha Stoikov, 2010, "The Price Impact of Order Book Events," Papers, arXiv.org, number 1011.6402, Nov, revised Apr 2011.
- Item repec:hal:wpaper:halshs-00539985_v1 is not listed on IDEAS anymore
- Shoko Morimoto & Mototsugu Shintani, 2010, "Trading volume and serial correlation in stock returns: a threshold regression approach," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 10-28, Dec.