Printed from https://ideas.repec.org/n/nep-mst/2014-09-08.html
Report NEP-MST-2014-09-08
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:
- Alexandru Mandes, 2014, "Order Placement in a Continuous Double Auction Agent Based Model," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201443.
- Marcio Garcia & Marcelo Medeiros & Francisco Eduardo de Luna e Almeida Santos, 2014, "The impact of macroeconomic announcements in the Brazilian futures markets," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 623, May.
- Item repec:ipg:wpaper:2014-509 is not listed on IDEAS anymore
- Götz, T.B. & Hecq, A.W., 2014, "Testing for Granger causality in large mixed-frequency VARs," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 028, Jan, DOI: 10.26481/umagsb.2014028.