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Report NEP-MST-2015-10-25
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:
- Vince Bourke & David Porter, 2015, "The Effects of Make and Take Fees in Experimental Markets," Working Papers, Chapman University, Economic Science Institute, number 15-19.
- Vladislav Gennadievich Malyshkin & Ray Bakhramov, 2015, "Mathematical Foundations of Realtime Equity Trading. Liquidity Deficit and Market Dynamics. Automated Trading Machines," Papers, arXiv.org, number 1510.05510, Oct, revised Dec 2016.
- Rafal Rak & Stanislaw Drozdz & Jaroslaw Kwapien & Pawel Oswiecimka, 2015, "Detrended cross-correlations between returns, volatility, trading activity, and volume traded for the stock market companies," Papers, arXiv.org, number 1510.04910, Oct, revised Nov 2015.
- Derek Stacey, 2015, "Advertised Prices in Decentralized Markets," 2015 Meeting Papers, Society for Economic Dynamics, number 1011.
- Michael W. McCracken & Michael T. Owyang & Tatevik Sekhposyan, 2015, "Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR," Working Papers, Federal Reserve Bank of St. Louis, number 2015-030, Oct, revised 10 Apr 2020, DOI: 10.20955/wp.2015.030.