Printed from https://ideas.repec.org/n/nep-mst/2015-01-14.html
Report NEP-MST-2015-01-14
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:
- Nikolay A. Andreev, 2014, "On Linearity Of Transaction Costs In Order Driven Market," HSE Working papers, National Research University Higher School of Economics, number WP BRP 38/FE/2014.
- Ulrich Horst & Michael Paulsen, 2015, "A law of large numbers for limit order books," Papers, arXiv.org, number 1501.00843, Jan.
- Ralf Brüggemann & Markus Glaser & Stefan Schaarschmidt & Sandra Stankiewicz, 2014, "The Stock Return - Trading Volume Relationship in European Countries: Evidence from Asymmetric Impulse Responses," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2014-24, Dec.
- Vikram Kumar, 2014, "Anticipated Liquidity Shock and Financial Market Equilibrium," Working Papers, Davidson College, Department of Economics, number 14-08, Dec.
- Item repec:spo:wpmain:info:hdl:2441/17o1b2tj1o9vqae31ao13vabec is not listed on IDEAS anymore