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Report NEP-MST-2015-04-25
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:
- Albert J. Menkveld & Marius A. Zoican, 2014, "Need for Speed? Exchange Latency and Liquidity," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-097/IV, Jul.
- Sait Ozturk & Michel van der Wel, 2014, "Intraday Price Discovery in Fragmented Markets," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-027/III, Feb.
- Simon M. Potter, 2015, "Challenges posed by the evolution of the Treasury market," Speech, Federal Reserve Bank of New York, number 162, Apr.
- Katsumasa Nishide & Yuan Tian, 2015, "Auction versus Dealership Markets: Impact of Proprietary Trading with Transaction Fees," KIER Working Papers, Kyoto University, Institute of Economic Research, number 922, Apr.
- Marcin Wojtowicz, 2014, "The Determinants of CDS Bid-ask Spreads," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-138/IV/ DSF82, Oct.
- Matthias Raddant & Friedrich Wagner, 2015, "Transitions in the Stock Markets of the US, UK, and Germany," Papers, arXiv.org, number 1504.06113, Apr.
- David E. Allen & Michael McAleer & Marcel Scharth, 2013, "Realized Volatility Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-092/III, Jul.
- Siem Jan Koopman & Rutger Lit & André Lucas, 2015, "Intraday Stock Price Dependence using Dynamic Discrete Copula Distributions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-037/III/DSF90, Mar.