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Report NEP-MST-2015-11-01
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:
- Kei Kawakami, 2014, "Excessive Dynamic Trading: Propagation of Belief Shocks in Small Markets," Department of Economics - Working Papers Series, The University of Melbourne, number 1188, Dec.
- Yi-Fang Liu & Wei Zhang & Chao Xu & Jørgen Vitting Andersen & Hai-Chuan Xu, 2014, "Impact of information cost and switching of trading strategies in an artificial stock market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01215947, DOI: 10.1016/j.physa.2014.04.004.
- Poeppe, T. & Aitken, M. & Schiereck, D. & Wiegand, I., 2016, "A PIN per Day Shows What News Convey – Price-Sensitive Announcements and the Intraday Probability of Informed Trading," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 76078, DOI: 10.1007/s11156-015-0535-z.
- Haoxiang Zhu & Bart Yueshen & Albert Menkveld, 2015, "Shades of Darkness: A Pecking Order of Trading Venues," 2015 Meeting Papers, Society for Economic Dynamics, number 1164.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015, "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper, University Library of Munich, Germany, number 67470, Oct.
- Antonio Guarino & Andreas Uthemann & Marco Cipriani, 2015, "Financial Transaction Taxes anf the Informational Efficiency of Financial Markets: A Structural Estimation," 2015 Meeting Papers, Society for Economic Dynamics, number 1165.
- Gregor Jarosch & Maryam Farboodi, 2015, "Who is at the Core of Financial Networks? The Role of Meeting Technologies," 2015 Meeting Papers, Society for Economic Dynamics, number 1102.
- Michele Bonollo & Irene Crimaldi & Andrea Flori & Laura Gianfagna & Fabio Pammolli, 2015, "Assessing financial distress dependencies in OTC markets: a new approach by Trade Repositories data," Working Papers, IMT School for Advanced Studies Lucca, number 10/2015, Oct, revised Oct 2015.
- Rawley Heimer & David Simon, 2015, "Facebook Finance: How Social Interaction Propagates Active Investing," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1522, Oct, DOI: 10.26509/frbc-wp-201522.
- Bosman, Ronald & Kräussl, Roman & Mirgorodskaya, Elizaveta, 2015, "The "tone effect" of news on investor beliefs: An experimental approach," CFS Working Paper Series, Center for Financial Studies (CFS), number 522.