Printed from https://ideas.repec.org/n/nep-mst/2013-10-25.html
Report NEP-MST-2013-10-25
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:
- Yacine Aït-Sahalia & Mehmet Saglam, 2013, "High Frequency Traders: Taking Advantage of Speed," NBER Working Papers, National Bureau of Economic Research, Inc, number 19531, Oct.
- Alfonso Puorro, 2013, "High frequency trading: an overview," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 198, Sep.
- Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G., 2013, "Stylized Facts and Dynamic Modeling of High-frequency Data on Precious Metals," Working Papers on Finance, University of St. Gallen, School of Finance, number 1318, May.
- Gianbiagio Curato & Fabrizio Lillo, 2013, "Modeling the coupled return-spread high frequency dynamics of large tick assets," Papers, arXiv.org, number 1310.4539, Oct.
- Pawe{l} Fiedor, 2013, "Frequency Effects on Predictability of Stock Returns," Papers, arXiv.org, number 1310.5540, Oct, revised Nov 2013.
- Panagiotis Papaioannnou & Lucia Russo & George Papaioannou & Constantinos Siettos, 2013, "Can social microblogging be used to forecast intraday exchange rates?," Papers, arXiv.org, number 1310.5306, Oct.
- Item repec:qld:uq2004:492 is not listed on IDEAS anymore
- Item repec:ipg:wpaper:27 is not listed on IDEAS anymore