Printed from https://ideas.repec.org/n/nep-mst/2012-11-11.html
Report NEP-MST-2012-11-11
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:
- Item repec:hal:wpaper:hal-00745317 is not listed on IDEAS anymore
- Pierre-Olivier Weill & Johan Hombert & Bruno Biais, 2012, "Trading and liquidity with limited cognition," 2012 Meeting Papers, Society for Economic Dynamics, number 118.
- Ioane Muni Toke & Fabrizio Pomponio, 2012, "Modelling Trades-Through in a Limit Order Book Using Hawkes Processes," Post-Print, HAL, number hal-00745554, Jun, DOI: 10.5018/economics-ejournal.ja.2012-.
- Ryohei Hisano & Didier Sornette & Takayuki Mizuno & Takaaki Ohnishi & Tsutomu Watanabe, 2012, "High quality topic extraction from business news explains abnormal financial market volatility," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-299, Oct.
- Gelsomini, Luca, 2012, "Public Disclosure by ‘Small’ Traders," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 998.