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Report NEP-MST-2015-06-20
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:
- Markus Baldauf & Joshua Mollner, 2015, "High-Frequency Trading and Market Performance," Discussion Papers, Stanford Institute for Economic Policy Research, number 15-017, Jun.
- Markus Baldauf & Joshua Mollner, 2015, "Trading in Fragmented Markets," Discussion Papers, Stanford Institute for Economic Policy Research, number 15-018, Jun.
- Simona Adascalitei, 2015, "The importance of High Frequency Data on the Financial Markets," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2503637, Jun.
- Nidhi Aggarwal, 2015, "Limits to arbitrage: The case of single stock futures and spot prices," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2015-010, May.
- Rohini Grover, 2015, "The informational role of algorithmic traders in the option market," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2015-012, May.