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Report NEP-MST-2014-09-29
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:
- Vladimir Markov, 2014, "On the design of sell-side limit and market order tactics," Papers, arXiv.org, number 1409.1442, Sep.
- Tae-Hwy Lee & Huiyu Huang, 2014, "Forecasting Realized Volatility Using Subsample Averaging," Working Papers, University of California at Riverside, Department of Economics, number 201410, Sep.
- Kyle Bechler & Mike Ludkovski, 2014, "Optimal Execution with Dynamic Order Flow Imbalance," Papers, arXiv.org, number 1409.2618, Sep, revised Oct 2014.
- Item repec:hal:wpaper:hal-01061852 is not listed on IDEAS anymore
- Alessandro Carraro & Giorgio Ricchiuti, 2014, "Heterogeneous Fundamentalists and Market Maker Inventories," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2014_16.rdf.