Printed from https://ideas.repec.org/n/nep-mst/2013-05-24.html
Report NEP-MST-2013-05-24
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:
- Alexander Schied & Tao Zhang, 2013, "A market impact game under transient price impact," Papers, arXiv.org, number 1305.4013, May, revised May 2017.
- Aymen Jedidi & Frédéric Abergel, 2013, "Stability and price scaling limit of a Hawkes-process based order book model," Working Papers, HAL, number hal-00821607.