Printed from https://ideas.repec.org/n/nep-mst/2012-11-17.html
Report NEP-MST-2012-11-17
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:
- Kenan Qiao, 2012, "Market Liquidity and Convexity of Order Book (Evidence From China)," Papers, arXiv.org, number 1211.2078, Nov.
- Michael King & Carol Osler & Dagfinn Rime, 2012, "The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward," Working Papers, Brandeis University, Department of Economics and International Business School, number 54, Oct.
- K.S. Muehlfeld & G.U. Weitzel & A. van Witteloostuijn, 2012, "Fight or freeze? Individual differences in investors’ motivational systems and trading in experimental asset markets," Working Papers, Utrecht School of Economics, number 12-18.
- Austin Gerig, 2012, "High-Frequency Trading Synchronizes Prices in Financial Markets," Papers, arXiv.org, number 1211.1919, Nov.
- He, Yinghua & Nielsson, Ulf & Guo, Hong & Yang, Jiong, 2012, "Subscribing to Transparency," TSE Working Papers, Toulouse School of Economics (TSE), number 12-351, Jul, revised Nov 2013.
- Item repec:hum:wpaper:sfb649dp2012-054 is not listed on IDEAS anymore
- Eduardo Rossi & Dean Fantazzini, 2012, "Long memory and Periodicity in Intraday Volatility," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 015, Nov.