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Report NEP-MST-2012-07-01
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:
- Cesari, Riccardo & Marzo, Massimiliano & Zagaglia, Paolo, 2012, "Effective Trade Execution," MPRA Paper, University Library of Munich, Germany, number 39619, Jun.
- Pietro Fodra & Mauricio Labadie, 2012, "High-frequency market-making with inventory constraints and directional bets," Papers, arXiv.org, number 1206.4810, Jun.
- David German & Henry Schellhorn, 2012, "A No-Arbitrage Model of Liquidity in Financial Markets involving Brownian Sheets," Papers, arXiv.org, number 1206.4804, Jun.
- Christos Kollias & Stephanos Papadamou & Costas Siriopoulos, 2012, "Terrorism Induced Cross-Market Transmission of Shocks: A Case Study Using Intraday Data," Economics of Security Working Paper Series, DIW Berlin, German Institute for Economic Research, number 66.