Printed from https://ideas.repec.org/n/nep-mst/2015-05-09.html
Report NEP-MST-2015-05-09
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:
- Alasdair Brown & Fuyu Yang, 2015, "Adverse Selection, Speed Bumps and Asset Market Quality," University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 070, Apr.
- Simon Hagemann & Christoph Weber, 2015, "Trading Volumes in Intraday Markets - Theoretical Reference Model and Empirical Observations in Selected European Markets," EWL Working Papers, University of Duisburg-Essen, Chair for Management Science and Energy Economics, number 1503, Apr, revised Apr 2015.
- Bell, Peter N, 2015, "Comment on Mahmoodzadeh’s Tick Size Change in the Wholesale Foreign Exchange Market," MPRA Paper, University Library of Munich, Germany, number 62157, Feb.
- Lucio Maria Calcagnile & Giacomo Bormetti & Michele Treccani & Stefano Marmi & Fabrizio Lillo, 2015, "Collective synchronization and high frequency systemic instabilities in financial markets," Papers, arXiv.org, number 1505.00704, May.
- Peter Reinhard Hansen & Guillaume Horel & Asger Lunde & Ilya Archakov, 2015, "A Markov Chain Estimator of Multivariate Volatility from High Frequency Data," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-19, Mar.
- Item repec:gmf:wpaper:2015-10. is not listed on IDEAS anymore