Printed from https://ideas.repec.org/n/nep-mst/2015-06-27.html
Report NEP-MST-2015-06-27
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:
- Robert P. Bartlett, III & Justin McCrary, 2015, "Dark Trading at the Midpoint: Pricing Rules, Order Flow, and High Frequency Liquidity Provision," NBER Working Papers, National Bureau of Economic Research, Inc, number 21286, Jun.
- Stefan Gissler, 2015, "Slow capital, fast prices: Shocks to funding liquidity and stock price reversals," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-43, Feb, DOI: 10.17016/FEDS.2015.043.
- Item repec:dau:papers:123456789/15218 is not listed on IDEAS anymore
- Wagner, Wolf & Stenzel, André, 2015, "Opacity and Liquidity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10665, Jun.
- Paolo Guasoni & Mikl'os R'asonyi, 2015, "Hedging, arbitrage and optimality with superlinear frictions," Papers, arXiv.org, number 1506.05895, Jun.
- Brunekreeft, Gert, 2015, "Empirics of Intraday and Real-time Markets in Europe: The Netherlands," EconStor Research Reports, ZBW - Leibniz Information Centre for Economics, number 111268.
- Nabe, Christian & Neuhoff, Karsten, 2015, "Intraday- and real time activity of TSOs: Germany," EconStor Research Reports, ZBW - Leibniz Information Centre for Economics, number 111265.
- Oggioni, Giorgia & Lanfranconi, Cristian, 2015, "Empirics of Intraday and Real-time Markets in Europe: Italy," EconStor Research Reports, ZBW - Leibniz Information Centre for Economics, number 111267.
- Konstantinidis, Christos & Strbac, Goran, 2015, "Empirics of Intraday and Real-time Markets in Europe: Great Britain," EconStor Research Reports, ZBW - Leibniz Information Centre for Economics, number 111266.