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Report NEP-MST-2014-05-17
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:
- Itzhak Ben-David & Francesco Franzoni & Rabih Moussawi, 2014, "Do ETFs Increase Volatility?," NBER Working Papers, National Bureau of Economic Research, Inc, number 20071, Apr.
- Li-Xin Wang, 2014, "Gaussian-Chain Filters for Heavy-Tailed Noise with Application to Detecting Big Buyers and Big Sellers in Stock Market," Papers, arXiv.org, number 1405.2220, May.
- Lundström, Christian, 2014, "Money management with optimal stopping of losses for maximizing the returns of futures trading," Umeå Economic Studies, Umeå University, Department of Economics, number 884, May.
- Oxana Babecka Kucharcukova, 2014, "The impact of exchange rate volatility on trade: Evidence for the Czech Republic," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/03, Jan, revised Jan 2014.