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Report NEP-MST-2011-08-15
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:
- Stefan Gerhold & Paolo Guasoni & Johannes Muhle-Karbe & Walter Schachermayer, 2011, "Transaction Costs, Trading Volume, and the Liquidity Premium," Papers, arXiv.org, number 1108.1167, Aug, revised Jan 2013.
- Bence Toth & Imon Palit & Fabrizio Lillo & J. Doyne Farmer, 2011, "Why is order flow so persistent?," Papers, arXiv.org, number 1108.1632, Aug, revised Nov 2014.
- Luciano Campi & Umut Cetin & Albina Danilova, 2011, "Equilibrium model with default and insider's dynamic information," Working Papers, HAL, number hal-00613216, Aug.