Report NEP-MST-2012-05-29This 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.
The following items were announced in this report:
- Fabien Guilbaud & Huyên Pham, 2012. "Optimal High Frequency Trading in a Pro-Rata Microstructure with Predictive Information," Working Papers hal-00697125, HAL.