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Report NEP-MST-2015-12-01
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:
- Celso Brunetti & Bahattin Buyuksahin & Jeffrey H. Harris, 2015, "Speculators, Prices and Market Volatility," Staff Working Papers, Bank of Canada, number 15-42, DOI: 10.34989/swp-2015-42.
- Naoto Kunitomo & Daisuke Kurisu, 2015, "On Effects of Jump and Noise in High-Frequency Financial Econometrics," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-996, Nov.
- Jean-David Fermanian & Olivier Gu'eant & Jiang Pu, 2015, "The behavior of dealers and clients on the European corporate bond market: the case of Multi-Dealer-to-Client platforms," Papers, arXiv.org, number 1511.07773, Nov, revised Mar 2017.