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Report NEP-MST-2014-03-30
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:
- James Brugler & Oliver Linton, 2014, "Single stock circuit breakers on the London Stock Exchange: do they improve subsequent market quality?," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP07/14, Feb.
- Carl Chiarella & Xue-Zhong He & Lei Shi & Lijian Wei, 2014, "A Behavioural Model of Investor Sentiment in Limit Order Markets," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 342, Feb.
- Paolo Pellizzari & Dan Ladley, 2014, "The simplicity of optimal trading in order book markets," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:05.
- Benjamin Lester & Guillaume Rocheteau & Pierre-Olivier Weill, 2014, "Competing for order flow in OTC markets," Working Papers, Federal Reserve Bank of Philadelphia, number 14-9, Mar.