Printed from https://ideas.repec.org/n/nep-mst/2014-03-22.html
Report NEP-MST-2014-03-22
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:
- Georges Dionne & Maria Pacurar & Xiaozhou Zhou, 2014, "Liquidity-adjusted Intraday Value at Risk modeling and Risk Management: an Application to Data from Deutsche Börse," Cahiers de recherche, CIRPEE, number 1414.
- Item repec:bor:wpaper:1417 is not listed on IDEAS anymore
- Gao-Feng Gu & Xiong Xiong & Wei Zhang & Yong-Jie Zhang & Wei-Xing Zhou, 2014, "Empirical properties of inter-cancellation durations in the Chinese stock market," Papers, arXiv.org, number 1403.3478, Mar.
- Giulia Iori & Rosario N. Mantegna & Luca Marotta & Salvatore Micciche' & James Porter & Michele Tumminello, 2014, "Networked relationships in the e-MID Interbank market: A trading model with memory," Papers, arXiv.org, number 1403.3638, Mar.