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Report NEP-MST-2011-07-27
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:
- John Cotter, 2011, "Minimum Capital Requirement Calculations for UK Futures," Working Papers, Geary Institute, University College Dublin, number 200418, 07.
- Guglielmo Maria Caporale & Alessandro Girardi, 2011, "Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1139.
- Zoltan Eisler & Jean-Philippe Bouchaud & Julien Kockelkoren, 2011, "Models for the impact of all order book events," Papers, arXiv.org, number 1107.3364, Jul.
- Michele Tumminello & Fabrizio Lillo & Jyrki Piilo & Rosario N. Mantegna, 2011, "Identification of clusters of investors from their real trading activity in a financial market," Papers, arXiv.org, number 1107.3942, Jul.