Report NEP-MST-2013-08-23This 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.
The following items were announced in this report:
- Hoffmann, Peter, 2013. "A dynamic limit order market with fast and slow traders," Working Paper Series 1526, European Central Bank.
- Bławat, Bogusław, 2012. "The Optimal Order Execution Problem within the Framework of a High-Frequency Trading - Sample Model," MPRA Paper 49081, University Library of Munich, Germany.
- Colliard, Jean-Edouard, 2013. "Catching falling knives: speculating on market overreaction," Working Paper Series 1545, European Central Bank.
- Hoffmann, Peter, 2013. "Adverse selection, market access and inter-market competition," Working Paper Series 1519, European Central Bank.
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele, 2013. "Now-casting and the real-time data flow," Working Paper Series 1564, European Central Bank.
- Jan Novotn?? & Jan Hanousek & Ev??en Ko??enda, 2013. "Price Jump Indicators: Stock Market Empirics During the Crisis," William Davidson Institute Working Papers Series wp1050, William Davidson Institute at the University of Michigan.