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Report NEP-MST-2012-04-03
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:
- Frank W. K. Firk, 2012, "From Nuclear Reactions to High-Frequency Trading: an R-function Approach," Papers, arXiv.org, number 1203.6021, Mar.
- Marius Jurgilas & Filip Zikes, 2012, "Implicit intraday interest rate in the UK unsecured overnight money market," Bank of England working papers, Bank of England, number 447, Mar.
- Fulvio Baldovin & Francesco Camana & Michele Caraglio & Attilio L. Stella & Marco Zamparo, 2012, "Aftershock prediction for high-frequency financial markets' dynamics," Papers, arXiv.org, number 1203.5893, Mar, revised Jul 2012.
- Luka Mailafia Author_Email: lukamg@yahoo.com, 2011, "The Effect Of Automation Of The Trading System In The Nigerian Stock Exchange," Annual Summit on Business and Entrepreneurial Studies (ASBES 2011) Proceeding, Conference Master Resources, number 2011-048-104, Oct.