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Report NEP-MST-2014-07-28
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:
- M. Fr Mmel & F Van Gysegem, 2014, "Bid-Ask Spread Components on the Foreign Exchange Market: Quantifying the Risk Component," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 14/878, Mar.
- Cina Aghamohammadi & Mehran Ebrahimian & Hamed Tahmooresi, 2014, "Permutation approach, high frequency trading and variety of micro patterns in financial time series," Papers, arXiv.org, number 1407.5254, Jul.
- Jonathan A. Ch'avez-Casillas & Jos'e E. Figueroa-L'opez, 2014, "One-level limit order book models with memory and variable spread," Papers, arXiv.org, number 1407.5684, Jul, revised Mar 2016.