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Report NEP-MST-2014-12-19
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:
- Item repec:qmw:qmwecw:wp730 is not listed on IDEAS anymore
- Du, Xiaodong & Dong, Fengxia, 2014, "Heterogeneous Responses to Market Information and The Impact on Price Volatility and Trading Volume: The Case of Class III Milk Futures," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 169769, DOI: 10.22004/ag.econ.169769.
- Theissen, Erik & Zehnder, Lars Simon, 2014, "Estimation of trading costs: Trade indicator models revisited," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 14-09.
- Tim Leung & Xin Li, 2014, "Optimal Mean Reversion Trading with Transaction Costs and Stop-Loss Exit," Papers, arXiv.org, number 1411.5062, Nov, revised May 2015.
- Di Maggio, Marco & Pagano, Marco, 2014, "Financial disclosure and market transparency with costly information processing," CFS Working Paper Series, Center for Financial Studies (CFS), number 485.
- Benjamin Lester & Guillaume Rocheteau & Pierre-Olivier Weill, 2014, "Competing for Order Flow in OTC Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 20608, Oct.