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Report NEP-MST-2014-07-05
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:
- Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014, "Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2014-21, Jun.
- Piotr Fryzlewicz & Thorsten Rheinlander & Marcela Valenzuela & Ilknur Zer, 2014, "Relative Liquidity and Future Volatility," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-45, May.
- Zahra Ben Braham & Sébastien Galanti, 2014, "Recommendation Value on an Emerging Market: the Impact of Analyst' Recommendations on Stock Prices and Trading Volumes in Tunisia," Working Papers, HAL, number halshs-01015380, Jun.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2014, "Intraday Anomalies and Market Efficiency: A Trading Robot Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1377.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2014, "The Weekend Effect: A Trading Robot and Fractional Integration Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1386.