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Report NEP-MST-2015-06-13
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:
- Thibault Jaisson, 2015, "Liquidity and Impact in Fair Markets," Papers, arXiv.org, number 1506.02507, Jun.
- Imane El Ouadghiri & Remzi Uctum, 2015, "Jumps in Equilibrium Prices and Asymmetric News in Foreign Exchange Markets," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-14.
- Schweizer, Nikolaus & Szech, Nora, 2015, "Revenues and welfare in auctions with information release," Discussion Papers, Research Unit: Economics of Change, WZB Berlin Social Science Center, number SP II 2015-301.
- Thesmar , David & Landier , Augustin, 2015, "The Capacity of Trading Strategies," HEC Research Papers Series, HEC Paris, number 1089, Mar.
- Rühl, Tobias R. & Stein, Michael, 2014, "Discovering and Disentangling Effects of US Macro-Announcements in European Stock Markets," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 500, DOI: 10.4419/86788574.