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Report NEP-MST-2011-06-04
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:
- Álvaro Cartea & José Penalva, 2011, "Where is the value in high frequency trading?," Working Papers, Banco de España, number 1111, May.
- Kim Christensen & Roel Oomen & Mark Podolskij, 2011, "Fact or friction: Jumps at ultra high frequency," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-19, May.
- Brutscher, P., 2011, "Liquidity Constraints and High Electricity Use," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1122, Feb.
- Willis, Geoff, 2011, "Pricing, liquidity and the control of dynamic systems in finance and economics," MPRA Paper, University Library of Munich, Germany, number 31137, May.
- Jonathan Chiu & Thorsten V. Koeppl, 2011, "Trading Dynamics With Adverse Selection And Search: Market Freeze, Intervention And Recovery," Working Paper, Economics Department, Queen's University, number 1267, Apr.