Printed from https://ideas.repec.org/n/nep-mst/2011-05-14.html
Report NEP-MST-2011-05-14
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, 2011, "Undisclosed Orders and Optimal Submission Strategies in a Dynamic Limit Order Market," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 389.
- Item repec:dgr:kubcen:2011051 is not listed on IDEAS anymore
- Biais, Bruno & Hombert, Johan & Weill, Pierre-Olivier, 2010, "Trading and Liquidity with Limited Cognition," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 665, Dec.
- Mauricio Labadie & Charles-Albert Lehalle, 2010, "Optimal algorithmic trading and market microstructure," Working Papers, HAL, number hal-00590283, Oct.
- Shin Kanaya & Taisuke Otsu, 2011, "Large Deviations of Realized Volatility," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1798, May.