Printed from https://ideas.repec.org/n/nep-mst/2015-03-22.html
Report NEP-MST-2015-03-22
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:
- Yu-Lei Wan & Wen-Jie Xie & Gao-Feng Gu & Zhi-Qiang Jiang & Wei Chen & Xiong Xiong & Wei Zhang & Wei-Xing Zhou, 2015, "Statistical Properties and Pre-hit Dynamics of Price Limit Hits in the Chinese Stock Markets," Papers, arXiv.org, number 1503.03548, Mar.
- B. Bouchard & G. Loeper & Y. Zou, 2015, "Almost-sure hedging with permanent price impact," Papers, arXiv.org, number 1503.05475, Mar.