Report NEP-MST-2014-05-24

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:

• Jonathan Brogaard & Corey Garriott & Anna Pomeranets, 2014, "High-Frequency Trading Competition," Staff Working Papers, Bank of Canada, number 14-19, DOI: 10.34989/swp-2014-19.
• Gunther Capelle-Blancard & Olena Havrylchyk, 2014, "The Impact of the French Securities Transaction Tax on Market Liquidity and Volatility," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2014-27.
• Item repec:hum:wpaper:sfb649dp2014-029 is not listed on IDEAS anymore

• Christian Bayer & Ulrich Horst & Jinniao Qiu, 2014, "A Functional Limit Theorem for Limit Order Books with State Dependent Price Dynamics," Papers, arXiv.org, number 1405.5230, May, revised Aug 2016.
• Tomoki Tanemura & Yasunari Inamura & Shinichi Nishioka & Hideaki Hirata & Tokiko Shimizu, , "Liquidity in JGB Markets? Analysis on the Intraday Bid-Ask Spreads?," Working Paper, Harvard University OpenScholar, number 164516.
• Rieger, Jörg, 2014, "Financial Transaction Tax and Financial Market Stability with Diverse Beliefs," Working Papers, University of Heidelberg, Department of Economics, number 0563, May.
• Item repec:vuw:vuwecf:3361 is not listed on IDEAS anymore

Report NEP-MST-2014-05-24

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: