Report NEP-MST-2014-10-22
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.
Other reports in NEP-MST
The following items were announced in this report:
- Patrick J. Kelly, 2014. "Information Efficiency and Firm-Specific Return Variation," Working Papers w0208, Center for Economic and Financial Research (CEFIR).
- Mohamed El Hedi Arouri & Raphaëlle Bellando & Sébastien Ringuedé & Anne-Gaël Vaubourg, 2013. "Herding in French stock markets: Empirical evidence from equity mutual funds," Post-Print halshs-01066726, HAL.
- Markus Bibinger & Moritz Jirak & Markus Reiss, 2014. "Improved Volatility Estimation Based On Limit Order Books," SFB 649 Discussion Papers SFB649DP2014-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Jan Kallsen & Johannes Muhle-Karbe, 2014. "High-Resilience Limits of Block-Shaped Order Books," Papers 1409.7269, arXiv.org.