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Report NEP-MST-2012-03-08
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:
- Item repec:hum:wpaper:sfb649dp2012-014 is not listed on IDEAS anymore
- Rama Cont & Adrien De Larrard, 2012, "Order book dynamics in liquid markets: limit theorems and diffusion approximations," Papers, arXiv.org, number 1202.6412, Feb.
- Pietro Fodra & Mauricio Labadie, 2012, "High-frequency market-making with inventory constraints and directional bets," Working Papers, HAL, number hal-00675925, Mar.
- Neil Shephard & Kevin Sheppard, 2012, "Efficient and feasible inference for the components of financial variation using blocked multipower variation," Economics Series Working Papers, University of Oxford, Department of Economics, number 593, Feb.
- Fricke, Christoph, 2012, "Expected and unexpected bond excess returns: Macroeconomic and market microstructure effects," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-493, Feb.