Printed from https://ideas.repec.org/n/nep-mst/2014-02-21.html
Report NEP-MST-2014-02-21
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:
- Item repec:spo:wpmain:info:hdl:2441/f6h8764enu2lskk9p4oq9ig8k is not listed on IDEAS anymore
- Soumik Pal & Ting-Kam Leonard Wong, 2014, "The geometry of relative arbitrage," Papers, arXiv.org, number 1402.3720, Feb, revised Jul 2015.
- Brinkmann, Felix & Kempf, Alexander & Korn, Olaf, 2014, "Forward-looking measures of higher-order dependencies with an application to portfolio selection," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-08 [rev.].
- Dimpfl, Thomas & Peter, Franziska J., 2014, "The impact of the financial crisis on transatlantic information flows: An intraday analysis," University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics, number 70.