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Report NEP-MST-2013-06-09
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:
- Fabrizio Pomponio & Frédéric Abergel, 2013, "Multiple-limit trades : empirical facts and application to lead-lag measures," Post-Print, HAL, number hal-00745317, May, DOI: 10.1080/14697688.2012.743671.
- Thomas Stöckl, 2013, "Price efficiency and trading behavior in limit order markets with competing insiders," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2013-11, May.
- Ban Zheng & Eric Moulines & Frédéric Abergel, 2013, "Price jump prediction in a limit order book," Post-Print, HAL, number hal-00684716, May, DOI: 10.4236/jmf.2013.3202.
- Frédéric Abergel & Riadh Zaatour, 2012, "What drives option prices ?," Post-Print, HAL, number hal-00687675, Jun, DOI: 10.3905/jot.2012.7.3.012.