Printed from https://ideas.repec.org/n/nep-mst/2013-08-31.html
Report NEP-MST-2013-08-31
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:
- Carl Chiarella & Xue-Zhong He & Lijian Wei, 2013, "Learning and Evolution of Trading Strategies in Limit Order Markets," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 335, Aug.
- Selma Chaker, 2013, "Volatility and Liquidity Costs," Staff Working Papers, Bank of Canada, number 13-29, DOI: 10.34989/swp-2013-29.
- Deniz Erdemlioglu & Sébastien Laurent & Christopher J. Neely, 2013, "Which continuous-time model is most appropriate for exchange rates?," Working Papers, Federal Reserve Bank of St. Louis, number 2013-024, DOI: 10.20955/wp.2013.024.
- Dungey, Mardi & Henry, Olan T & Hvodzdyk, Lyudmyla, 2013, "The impact of jumps and thin trading on realized hedge ratios," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2013-02, Mar, revised 28 Mar 2013.
- Item repec:hum:wpaper:sfb649dp2013-038 is not listed on IDEAS anymore
- Vincent Glode & Christian Opp, 2013, "Intermediating Adverse Selection," 2013 Meeting Papers, Society for Economic Dynamics, number 119.
- Item repec:kie:kieliw:1865 is not listed on IDEAS anymore