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Report NEP-MST-2011-03-12
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:
- J. Doyne Farmer & Austin Gerig & Fabrizio Lillo & Henri Waelbroeck, 2011, "How efficiency shapes market impact," Papers, arXiv.org, number 1102.5457, Feb, revised Sep 2013.
- Ingrid Lo & Stephen Sapp, 2011, "Belief Dispersion and Order Submission Strategies in the Foreign Exchange Market," Staff Working Papers, Bank of Canada, number 11-8, DOI: 10.34989/swp-2011-8.
- Fuzhou Gong & Hong Liu, 2011, "Inside Trading, Public Disclosure and Imperfect Competition," Papers, arXiv.org, number 1103.0894, Mar.
- Song Han & Hao Zhou, 2011, "Effects of Liquidity on the Nondefault Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data," Working Papers, Hong Kong Institute for Monetary Research, number 022011, Jan.
- Item repec:kie:kieliw:1686 is not listed on IDEAS anymore