Report NEP-MST-2014-12-13This 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:
- Aichele, Markus F., 2014. "Forward trading and collusion of firms in volatile markets," University of Tuebingen Working Papers in Economics and Finance 75, University of Tuebingen, Faculty of Economics and Social Sciences.
- Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2014. "Gold, Oil, and Stocks," FinMaP-Working Papers 14, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Veronica Guerrieri & Robert Shimer, 2014. "Markets with Multidimensional Private Information," NBER Working Papers 20623, National Bureau of Economic Research, Inc.