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Report NEP-MST-2013-09-13
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:
- Michael J. Fleming & Giang Nguyen, 2013, "Price and size discovery in financial markets: evidence from the U.S. Treasury securities market," Staff Reports, Federal Reserve Bank of New York, number 624.
- Hai-Chuan Xu & Wei Zhang & Yi-Fang Liu, 2013, "Short-term Market Reaction after Trading Halts in Chinese Stock Market," Papers, arXiv.org, number 1309.1138, Sep, revised Jun 2014.
- Lena Boneva (Körber) & Oliver Linton & Michael Vogt, 2013, "The effect of fragmentation in trading on market quality in the UK equity market," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP42/13, Aug.
- Radovan Parrák, 2013, "The Economic Valuation of Variance Forecasts: An Artificial Option Market Approach," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2013/09, Aug, revised Aug 2013.
- Biais, Bruno & Hombert, Johan & Weill, Pierre-Olivier, 2013, "Equilibrium Pricing and Trading Volume under Preference Uncertainty," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 787, Jul, revised Dec 2013.