Printed from https://ideas.repec.org/n/nep-mst/2014-12-03.html
Report NEP-MST-2014-12-03
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:
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014, "On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper, University Library of Munich, Germany, number 59770, Jul.
- Yi-Fang Liu & Wei Zhang & Chao Xu & Jørgen Vitting Andersen & Hai-Chuan Xu, 2014, "Impact of information cost and switching of trading strategies in an artificial stock market," Post-Print, HAL, number halshs-00983051, Apr.
- Starr, Ross M., 2014, "Liquidity Creates Money and Debt: An Intertemporal Linear Trading Post Model," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt90g2070h, Nov.
- Baruník, Jozef & Kukacka, Jiri, 2014, "Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 15.