Printed from https://ideas.repec.org/n/nep-mst/2014-06-22.html
Report NEP-MST-2014-06-22
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:
- Yesol Huh, 2014, "Machines vs. Machines: High Frequency Trading and Hard Information," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-33, Mar.
- Luisella Bosetti & Pietro Gottardo & Maurizio Murgia & Andrea Pinna, 2014, "The Impact of Large Orders in Electronic Markets," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS15, Jun.
- Item repec:hal:wpaper:hal-01006414 is not listed on IDEAS anymore
- Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G., 2014, "Precious Metals Under the Microscope: A High-Frequency Analysis," Working Papers on Finance, University of St. Gallen, School of Finance, number 1409, Jan.
- Marouane Anane & Frédéric Abergel, 2014, "Optimal high frequency strategy in an omniscient order book," Working Papers, HAL, number hal-01006401, Feb.
- Item repec:hal:wpaper:hal-01006410 is not listed on IDEAS anymore
- Grosche, Stephanie & Heckelei, Thomas, , "Price dynamics and financialization effects in corn futures markets with heterogeneous traders," Discussion Papers, University of Bonn, Institute for Food and Resource Economics, number 172077, DOI: 10.22004/ag.econ.172077.
- Dan Li & Geng Li, 2014, "Are Household Investors Noise Traders: Evidence from Belief Dispersion and Stock Trading Volume," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-35, Feb.