Report NEP-MST-2015-03-05This 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:
- Benos, Evangelos & Brugler, James & Hjalmarsson , Erik & Zikes , Filip, 2015. "Interactions among high-frequency traders," Bank of England working papers 523, Bank of England.
- Lambert, Nicolas & Ostrovsky, Michael & Panov, Mikhail, 2014. "Strategic Trading in Informationally Complex Environments," Research Papers 3021, Stanford University, Graduate School of Business.
- Ahmet Sensoy, 2015. "Commonality in Liquidity: What does the order book say?," Working Paper 23, Research and Business Development Department, Borsa Istanbul.
- Thierry Foucault & Sophie Moinas & Bruno Biais, 2014. "Equilibrium Fast Traders," 2014 Meeting Papers 1207, Society for Economic Dynamics.
- Modena, Matteo & Linciano, Nadia & Gentile, Monica & Fancello, Francesco, 2014. "The liquidity of dual-listed corporate bonds: empirical evidence from Italian markets," MPRA Paper 62479, University Library of Munich, Germany, revised 23 Feb 2015.
- Massa, Massimo & Schmidt, Daniel, 2015. "Insider Trading in the Bond Market: Evidence from Loan Sale Events," CEPR Discussion Papers 10446, C.E.P.R. Discussion Papers.
- Vanasco, Victoria, 2014. "Information Acquisition vs. Liquidity in Financial Markets," Research Papers 3248, Stanford University, Graduate School of Business.