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Report NEP-MST-2015-02-28
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:
- Philipp Adämmer & Martin T. Bohl & Christian Gross, 2015, "Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 3915, Apr.
- Jin Hyuk Choi & Kasper Larsen & Duane J. Seppi, 2015, "Information and Trading Targets in a Dynamic Market Equilibrium," Papers, arXiv.org, number 1502.02083, Feb, revised Sep 2015.
- Erhan Bayraktar & Zhou Zhou, 2015, "Arbitrage, hedging and utility maximization using semi-static trading strategies with American options," Papers, arXiv.org, number 1502.06681, Feb, revised Feb 2016.
- Rahi, Rohit & Zigrand, Jean-Pierre, 2013, "Market quality and contagion in fragmented markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60971, Sep.
- Venky Venkateswaran & Ali Shourideh & Benjamin Lester, 2014, "OTC Trading vs. Exchanges: A welfare comparison," 2014 Meeting Papers, Society for Economic Dynamics, number 1107.
- Mike Farjam & Oliver Kirchkamp, 2015, "Bubbles in hybrid markets - How expectations about algorithmic trading affect human trading," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2015-003, Feb.