Printed from https://ideas.repec.org/n/nep-mst/2013-06-24.html
Report NEP-MST-2013-06-24
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:
- Gündüz, Yalin & Nasev, Julia & Trapp, Monika, 2013, "The price impact of CDS trading," Discussion Papers, Deutsche Bundesbank, number 20/2013.
- Omololu, Enoch & Frank, Julieta, 2013, "Estimating the Cost of Liquidity in Livestock Futures Markets using the Information Contained in the Limit Order Book," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association, number 150213, DOI: 10.22004/ag.econ.150213.
- Wei Chen, 2013, "Fractional G-White Noise Theory, Wavelet Decomposition for Fractional G-Brownian Motion, and Bid-Ask Pricing Application to Finance Under Uncertainty," Papers, arXiv.org, number 1306.4070, Jun.