Printed from https://ideas.repec.org/n/nep-mst/2011-05-07.html
Report NEP-MST-2011-05-07
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:
- Rama Cont & Adrien De Larrard, 2011, "Price dynamics in a Markovian limit order market," Papers, arXiv.org, number 1104.4596, Apr.
- Nobuhiro Hosoe & Shingo Takagi, 2011, "Retail Power Market Competition with Endogenous Entry Decision-An Auction Data Analysis," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 11-01, Apr.
- Olesia Verchenko, 2011, "Testing option pricing models: complete and incomplete markets," Discussion Papers, Kyiv School of Economics, number 38, Apr.