Report NEP-MST-2015-04-02This 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:
- Fohlin, Caroline & Gehrig, Thomas & Haas, Marlene, 2015. "Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907," CEPR Discussion Papers 10497, C.E.P.R. Discussion Papers.
- Miral R. Samarah, 2014. "Industrial Firm?s Financial Performance through Bid - Ask Spread since the Financial Crisis: Evidence from Jordanian Capital Market," Proceedings of International Academic Conferences 0802507, International Institute of Social and Economic Sciences.
- Amir Alizadeh & Konstantina Kappou & Dimitris Tsouknidis & Ilias Visvikis, 2014. "Liquidity Risk Premia in the International Shipping Derivatives Market," ICMA Centre Discussion Papers in Finance icma-dp2014-15, Henley Business School, Reading University.
- Masaaki Fujii, 2015. "Optimal Position Management for a Market Maker with Stochastic Price Impacts," CIRJE F-Series CIRJE-F-963, CIRJE, Faculty of Economics, University of Tokyo.
- Noemi Nava & T. Di Matteo & Tomaso Aste, 2015. "Anomalous volatility scaling in high frequency financial data," Papers 1503.08465, arXiv.org, revised Dec 2015.
- Mahmood Mahmoodzadeh & Saleh Ghavidel & Mir Hosein Mousavi, 2014. "The Role of Information in Stock Market," Proceedings of International Academic Conferences 0701697, International Institute of Social and Economic Sciences.
- Freddy Cepeda L. & Fabio Ortega C., 2015. "A dynamic approach to intraday liquidity needs," Borradores de Economia 877, Banco de la Republica de Colombia.
- Freddy Cepeda L. & Fabio Ortega C., 2015. "A dynamic approach to intraday liquidity needs," BORRADORES DE ECONOMIA 012686, BANCO DE LA REPÚBLICA.