Printed from https://ideas.repec.org/n/nep-mst/2015-07-04.html
Report NEP-MST-2015-07-04
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:
- Item repec:emo:wp2003:1503 is not listed on IDEAS anymore
- Aur'elien Alfonsi & Pierre Blanc, 2015, "Extension and calibration of a Hawkes-based optimal execution model," Papers, arXiv.org, number 1506.08740, Jun.
- Alexander Kurov & Alessio Sancetta & Georg H. Strasser & Marketa Halova Wolfe, 2015, "Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements?," Boston College Working Papers in Economics, Boston College Department of Economics, number 881, Jun, revised 29 Jul 2015.