Printed from https://ideas.repec.org/n/nep-mst/2015-09-18.html
Report NEP-MST-2015-09-18
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:
- James Brugler, 2015, "Into the light: dark pool trading and intraday market quality on the primary exchange," Bank of England working papers, Bank of England, number 545, Sep.
- P. Gottardo & M. Murgia & A. Pinna & L. Bosetti, 2015, "The Impact of Large Orders in Electronic Markets," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201510.
- Chen, Zhenxi & Huang, Weihong & Zheng, Huanhuan, 2015, "Estimating heterogeneous agents behavior in a two-market financial system," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 48.