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Report NEP-MST-2012-03-28
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:
- Bicchetti, David & Maystre, Nicolas, 2012, "The synchronized and long-lasting structural change on commodity markets: evidence from high frequency data," MPRA Paper, University Library of Munich, Germany, number 37486, Mar.
- Degryse, Hans & Van Achter, Mark & Wuyts, Gunther, 2012, "Internalization, Clearing and Settlement, and Liquidity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8765, Jan.
- Helder Sebastião, 2012, "The Relative Contemporaneous Information Response: A New Cointegration-Based Measure of Price Discovery," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2012-04, Mar.
- Philippon, Thomas & Pagnotta, Emiliano, 2012, "Competing on Speed," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8786, Jan.
- Sait Tunc & Suleyman S. Kozat, 2012, "Optimal Investment Under Transaction Costs: A Threshold Rebalanced Portfolio Approach," Papers, arXiv.org, number 1203.4156, Mar.