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Report NEP-MST-2013-12-06
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:
- Weibing Huang & Charles-Albert Lehalle & Mathieu Rosenbaum, 2013, "Simulating and analyzing order book data: The queue-reactive model," Papers, arXiv.org, number 1312.0563, Dec, revised Sep 2014.
- Alexander Lipton & Umberto Pesavento & Michael G Sotiropoulos, 2013, "Trade arrival dynamics and quote imbalance in a limit order book," Papers, arXiv.org, number 1312.0514, Dec.
- Christopher Boortz & Simon Jurkatis & Stephanie Kremer & Dieter Nautz, 2013, "Institutional Herding in Financial Markets: New Evidence through the Lens of a Simulated Model," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1336.
- Hatzopoulos, V. & Iori, G. & Mantegna, R. & Micciche, S. & Tumminello, M., 2013, "Quantifying preferential trading in the e-MID interbank market," Working Papers, Department of Economics, City St George's, University of London, number 13/14.
- Schmitt, Noemi & Westerhoff, Frank, 2013, "Speculative behavior and the dynamics of interacting stock markets," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 90.
- Andrei Hagiu & Hanna Halaburda, 2013, "Information and Two-Sided Platform Profits," Harvard Business School Working Papers, Harvard Business School, number 12-045, Nov, revised Apr 2014.