Printed from https://ideas.repec.org/n/nep-mst/2013-03-30.html
Report NEP-MST-2013-03-30
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:
- P Kuang & M Schroder & Q Wang, 2013, "Illusory Profitability of Technical Analysis in Emerging Foreign Exchange Markets," Discussion Papers, Department of Economics, University of Birmingham, number 13-09, Mar.
- Diego A. Agudelo & Ángelo Gutiérrez & Nazly J. Múnera, 2013, "Calidad de mercado y reformas al sistema transaccional. El Caso de X-Stream en el Mercado accionario colombiano," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10659, Feb.
- Pietro Fodra & Mauricio Labadie, 2013, "High-frequency market-making for multi-dimensional Markov processes," Papers, arXiv.org, number 1303.7177, Mar, revised Apr 2013.
- Yingying Li & Zhiyuan Zhang & Xinghua Zheng, 2013, "Volatility Inference in the Presence of Both Endogenous Time and Microstructure Noise," Papers, arXiv.org, number 1303.5809, Mar.
- Arnold Polanski & Evarist Stoja, 2013, "Co-dependence of Extreme Events in High Frequency FX Returns," University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 040, Mar.