Printed from https://ideas.repec.org/n/nep-mst/2014-08-28.html
Report NEP-MST-2014-08-28
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:
- Lijian Wei & Wei Zhang & Xiong Xiong & Lei Shi, 2014, "Position-Limit Design for the CSI 300 Futures Markets," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 349, Jun.
- Heumesser, Christine & Staritz, Cornelia, 2013, "Financialisation and the microstructure of commodity markets: A qualitative investigation of trading strategies of financial investors and commercial traders," Working Papers, Austrian Foundation for Development Research (ÖFSE), number 44.
- Yan Dolinsky & Yuri Kifer, 2014, "Risk Minimization for Game Options in Markets Imposing Minimal Transaction Costs," Papers, arXiv.org, number 1408.3774, Aug, revised Jun 2015.
- Zhaogang Song & Haoxiang Zhu, 2014, "QE Auctions of Treasury Bonds," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-48, Jun.
- Item repec:gen:geneem:14051a is not listed on IDEAS anymore