Printed from https://ideas.repec.org/n/nep-mst/2011-09-22.html
Report NEP-MST-2011-09-22
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:
- Antje Fruth & Torsten Schoeneborn & Mikhail Urusov, 2011, "Optimal trade execution and price manipulation in order books with time-varying liquidity," Papers, arXiv.org, number 1109.2631, Sep.
- Nicolas Huth & Frédéric Abergel, 2010, "High frequency correlation modelling," Post-Print, HAL, number hal-00621244, Mar.
- Maria Elvira Mancino & Simona Sanfelici, 2011, "Estimation of Quarticity with High Frequency Data," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number 2011-06, Sep, revised Jan 2012.
- Item repec:hal:wpaper:hal-00621253 is not listed on IDEAS anymore
- Anirban Chakraborti & Ioane Muni Toke & Marco Patriarca & Frédéric Abergel, 2011, "Econophysics review: I. Empirical facts," Post-Print, HAL, number hal-00621058, Jun, DOI: 10.1080/14697688.2010.539248.