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Report NEP-MST-2012-10-20
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:
- Rama Cont & Arseniy Kukanov, 2012, "Optimal order placement in limit order markets," Working Papers, HAL, number hal-00737491, Oct.
- Pierre Collin-Dufresne & Vyacheslav Fos, 2012, "Insider Trading, Stochastic Liquidity and Equilibrium Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 18451, Oct.
- Pierre Collin-Dufresne & Vyacheslav Fos, 2012, "Do prices reveal the presence of informed trading?," NBER Working Papers, National Bureau of Economic Research, Inc, number 18452, Oct.
- Cecilia R. Caglio & Stewart Mayhew, 2012, "Equity trading and the allocation of market data revenue," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-65.
- Lönnbark, Carl, 2012, "Asymmetry with respect to the memory in stock market volatilities," Umeå Economic Studies, Umeå University, Department of Economics, number 849, Oct.
- Walther, A., 2012, "Asset price manipulation with several traders," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1242, Oct.