Printed from https://ideas.repec.org/n/nep-mst/2015-08-25.html
Report NEP-MST-2015-08-25
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:
- Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014, "Rock around the clock: an agent-based model of low- and high-frequency trading," Working Papers, HAL, number hal-01070542, Feb.
- Laurence Lescourret & Sophie Moinas, 2015, "Liquidity Supply across Multiple Trading Venues," Working Papers, HAL, number hal-01137813, Mar.
- René Aïd & Pierre Gruet & Huyên Pham, 2015, "An optimal trading problem in intraday electricity markets," Working Papers, HAL, number hal-01104829, Jan.
- Item repec:hal:wpaper:hal-01147189 is not listed on IDEAS anymore
- Nina Munkholt Jakobsen & Michael Sørensen, 2015, "Efficient Estimation for Diffusions Sampled at High Frequency Over a Fixed Time Interval," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-33, Aug.