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Report NEP-MST-2011-05-24
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:
- Massimiliano Caporin & Gabriel G. Velo, 2011, "Modeling and forecasting realized range volatility," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0128, Feb.
- Bence Toth & Yves Lemperiere & Cyril Deremble & Joachim de Lataillade & Julien Kockelkoren & Jean-Philippe Bouchaud, 2011, "Anomalous price impact and the critical nature of liquidity in financial markets," Papers, arXiv.org, number 1105.1694, May, revised Nov 2011.
- Martin D. D. Evans & Dagfinn Rime, 2011, "Micro approaches to foreign exchange determination," Working Paper, Norges Bank, number 2011/05, May.
- Fuzhou Gong & Hong Liu, 2011, "Impact of heterogenous prior beliefs and disclosed insider trades," Papers, arXiv.org, number 1105.2414, May.