Report NEP-MST-2013-09-06This 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:
- Pei Kuang & M. SchrÃ¶der & Q. Wang, 2013. "Illusory Profitability of Technical Analysis in Emerging Foreign Exchange Markets," CDMA Working Paper Series 201302, Centre for Dynamic Macroeconomic Analysis.
- Item repec:pdn:wpaper:65 is not listed on IDEAS anymore
- Jozef Barunik & Lukas Vacha, 2013. "Contagion among Central and Eastern European stock markets during the financial crisis," Papers 1309.0491, arXiv.org, revised Sep 2013.
- Paulwin Graewe & Ulrich Horst & Eric S\'er\'e, 2013. "Smooth solutions to portfolio liquidation problems under price-sensitive market impact," Papers 1309.0474, arXiv.org, revised Dec 2013.