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Report NEP-MST-2013-10-11
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:
- Pietro Fodra & Huyen Pham, 2013, "High frequency trading in a Markov renewal model," Working Papers, HAL, number hal-00867113, Sep.
- Dugast, J., 2013, "Limited attention and news arrival in limit order markets," Working papers, Banque de France, number 449.
- Jose Blanchet & Xinyun Chen, 2013, "Continuous-time Modeling of Bid-Ask Spread and Price Dynamics in Limit Order Books," Papers, arXiv.org, number 1310.1103, Oct.
- Marine Carrasco & Rachidi Kotchoni, 2013, "Adaptive Realized Kernels," Working Papers, HAL, number hal-00867967, Sep.