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Report NEP-MST-2014-12-24
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:
- Oleh Danyliv & Bruce Bland & Daniel Nicholass, 2014, "Convenient liquidity measure for Financial markets," Papers, arXiv.org, number 1412.5072, Dec.
- Alasdair Brown & Fuyu Yang, 2014, "The Role of Speculative Trade in Market Efficiency: Evidence from a Betting Exchange," University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 068, Dec.
- Elia Zarinelli & Michele Treccani & J. Doyne Farmer & Fabrizio Lillo, 2014, "Beyond the square root: Evidence for logarithmic dependence of market impact on size and participation rate," Papers, arXiv.org, number 1412.2152, Dec.
- Dieler, T., 2014, "Essays on asset trading," Other publications TiSEM, Tilburg University, School of Economics and Management, number ea0c811e-e335-402f-a3e2-8.
- Sraer, David & Kaniel, Ron & Barrot, Jean-Noël, 2014, "Are Retail Traders Compensated for Providing Liquidity?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10285, Dec.
- Emmanuel Bacry & Adrian Iuga & Matthieu Lasnier & Charles-Albert Lehalle, 2014, "Market impacts and the life cycle of investors orders," Papers, arXiv.org, number 1412.0217, Nov, revised Dec 2014.