Report NEP-MST-2014-11-01This 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.
The following items were announced in this report:
- Iacopo Mastromatteo, 2014. "Apparent impact: the hidden cost of one-shot trades," Papers 1409.8497, arXiv.org, revised Jun 2015.
- Sébastien GALANTI & Zahra BEN BRAHAM, 2013. "Recommendation Value on an Emerging Market: the Impact of Financial Analysts Recommendations on Stock Price and Trading Volume in Tunisia," LEO Working Papers / DR LEO 1393, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Markus Bibinger & Markus Reiss & Nikolaus Hautsch & Peter Malec, 2014. "Estimating the Spot Covariation of Asset Prices â€“ Statistical Theory and Empirical Evidence," SFB 649 Discussion Papers SFB649DP2014-055, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Stefan Palan & Thomas Stöckl, 2014. "When chasing the offender hurts the victim: Collateral damage from insider legislation," Working Paper Series, Social and Economic Sciences 2014-03, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
- W. Yang, 1999. "The Demand for and Supply of Shares. An Empirical Study of the Limit Order Book on the ASX," Economics Discussion / Working Papers 99-03, The University of Western Australia, Department of Economics.
- Santiago García-Verdú & Miguel Zerecero, 2014. "On Central Bank Interventions in the Mexican Peso/Dollar Foreign Exchange Market," Working Papers 2014-19, Banco de México.