Printed from https://ideas.repec.org/n/nep-mst/2012-10-27.html
Report NEP-MST-2012-10-27
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:
- Sascha Füllbrunn & Tibor Neugebauer, 2012, "Margin Trading Bans in Experimental Asset Markets," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2012-058, Oct.
- Christoph Kuhn & Matthias Riedel, 2012, "Price-Setting of Market Makers: A Filtering Problem with an Endogenous Filtration," Papers, arXiv.org, number 1210.4000, Oct.
- Wei Sun & Robin Hanson & Kathryn Blackmond Laskey & Charles Twardy, 2012, "Probability and Asset Updating using Bayesian Networks for Combinatorial Prediction Markets," Papers, arXiv.org, number 1210.4900, Oct.
- Christian Bender, 2012, "Simple arbitrage," Papers, arXiv.org, number 1210.5391, Oct.
- Gelinde Fellner & Sebastian Krügel, 2012, "Judgmental Overconfidence and Trading Activity," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2012-057, Oct.
- Raphael Schoenle & Raphael Auer, 2012, "Market Structure and Pass-Through," 2012 Meeting Papers, Society for Economic Dynamics, number 61.
- Alejandro Bernales & Massimo Guidolin, 2012, "Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 456.