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Report NEP-MST-2015-04-02
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:
- Gehrig, Thomas & Fohlin, Caroline & Haas, Marlene, 2015, "Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10497, Mar.
- 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, International Institute of Social and Economic Sciences, number 0802507, Oct.
- Amir Alizadeh & Konstantina Kappou & Dimitris Tsouknidis & Ilias Visvikis, 2014, "Liquidity Risk Premia in the International Shipping Derivatives Market," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-15, Dec.
- Masaaki Fujii, 2015, "Optimal Position Management for a Market Maker with Stochastic Price Impacts," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-963, Mar.
- Noemi Nava & T. Di Matteo & Tomaso Aste, 2015, "Anomalous volatility scaling in high frequency financial data," Papers, arXiv.org, number 1503.08465, Mar, revised Dec 2015.
- Mahmood Mahmoodzadeh & Saleh Ghavidel & Mir Hosein Mousavi, 2014, "The Role of Information in Stock Market," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0701697, Oct.
- Freddy Cepeda L. & Fabio Ortega C., 2015, "A dynamic approach to intraday liquidity needs," Borradores de Economia, Banco de la Republica de Colombia, number 877, Mar, DOI: 10.32468/be.877.
- Freddy Cepeda L. & Fabio Ortega C., 2015, "A dynamic approach to intraday liquidity needs," Borradores de Economia, Banco de la Republica, number 12686, Mar.