Printed from https://ideas.repec.org/n/nep-mst/2014-04-05.html
Report NEP-MST-2014-04-05
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:
- Hai-Chuan Xu & Wei Zhang & Xiong Xiong & Wei-Xing Zhou, 2014, "An agent-based computational model for China's stock market and stock index futures market," Papers, arXiv.org, number 1404.1052, Mar.
- Aur'elien Alfonsi & Pierre Blanc, 2014, "Dynamic optimal execution in a mixed-market-impact Hawkes price model," Papers, arXiv.org, number 1404.0648, Apr, revised Jun 2015.
- Manganelli, Simone & Idier, Julien & Vergote, Olivier & Ghysels, Eric, 2014, "A high frequency assessment of the ECB securities markets programme," Working Paper Series, European Central Bank, number 1642, Feb.