Report NEP-MST-2011-11-01

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.

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Other reports in NEP-MST

The following items were announced in this report:

• Sabrina Buti & Barbara Rindi & Ingrid M. Werner, 2011, "Dark Pool Trading Strategies," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 421.
• Fei Ren & Li-Xin Zhong, 2011, "Price impact asymmetry of institutional trading in Chinese stock market," Papers, arXiv.org, number 1110.3133, Oct.
• Samuel N. Cohen & Lukasz Szpruch, 2011, "A limit order book model for latency arbitrage," Papers, arXiv.org, number 1110.4811, Oct.
• Tian Qiu & Guang Chen & Li-Xin Zhong & Xiao-Run Wu, 2011, "Dynamics of Bid-ask Spread Return and Volatility of the Chinese Stock Market," Papers, arXiv.org, number 1110.4455, Oct.
• Dan Li & Geng Li, 2011, "Belief dispersion among household investors and stock trading volume," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-39.
• Estelle Cantillon & Pai-Ling Yin, 2011, "Competition between Exchanges: A research Agenda," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/99386.
• Blanchard, michel & Bernard, philippe, 2011, "The performance of amateur traders on a public internet site: a case of a stock-exchange contest," MPRA Paper, University Library of Munich, Germany, number 34304, Oct.
• Evan Hurwitz & Tshilidzi Marwala, 2011, "Suitability of using technical indicators as potential strategies within intelligent trading systems," Papers, arXiv.org, number 1110.3383, Oct.
• Martin Grossmann, 2011, "Endogenous Liquidity Constraints in a Dynamic Contest," Working Papers, University of Zurich, Institute for Strategy and Business Economics (ISU), number 0148, Oct.
• Federico Garzarelli & Matthieu Cristelli & Andrea Zaccaria & Luciano Pietronero, 2011, "Memory effects in stock price dynamics: evidences of technical trading," Papers, arXiv.org, number 1110.5197, Oct.
• Diederik Aerts & Bart D'Hooghe & Sandro Sozzo, 2011, "A Quantum-like Approach to the Stock Market," Papers, arXiv.org, number 1110.5350, Oct.

Report NEP-MST-2011-11-01

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: