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Report NEP-MST-2015-08-19
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:
- Edouard Challe & Edouard Chrétien, 2015, "Market Microstructure, Information Aggregation And Equilibrium Uniqueness In A Global Game," Working Papers, HAL, number hal-01180058, Jul.
- Narayan, Paresh Kumar & Mishra, Sagarika & Thuraisamy, Kannan, 2015, "Is exchange rate trading profitable?," Working Papers, Deakin University, Department of Economics, number fe_2015_09, Jan, DOI: 10.1016/j.intfin.2015.05.015.
- Aurélien Alfonsi & José Infante Acevedo, 2014, "Optimal execution and price manipulations in time-varying limit order books," Post-Print, HAL, number hal-00687193, DOI: 10.1080/1350486X.2013.845471.
- Wei Wei & Denis Pelletier, 2015, "A Jump-Diffusion Model with Stochastic Volatility and Durations," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-34, Aug.
- Item repec:hal:wpaper:hal-01098096 is not listed on IDEAS anymore
- Item repec:hal:wpaper:hal-01121711 is not listed on IDEAS anymore
- Item repec:hal:wpaper:hal-01133223 is not listed on IDEAS anymore