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Report NEP-MST-2012-02-27
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:
- Rama Cont & Adrien de Larrard, 2011, "Order book dynamics in liquid markets: limit theorems and diffusion approximations," Working Papers, HAL, number hal-00672274.
- Rosenthal, Dale W.R., 2009, "Performance metrics for algorithmic traders," MPRA Paper, University Library of Munich, Germany, number 36787, Jun, revised 04 Jan 2012.
- Item repec:dnb:dnbwpp:337 is not listed on IDEAS anymore
- A. Saichev & D. Sornette, 2012, "A simple microstructure return model explaining microstructure noise and Epps effects," Papers, arXiv.org, number 1202.3915, Feb.
- Camille Magron & Maxime Merli, 2012, "Stocks repurchase and sophistication of individual investors," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2012-02.