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Report NEP-MST-2015-12-08
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:
- Philipp Adämmer & Martin T. Bohl, 2015, "Price Discovery in European Agricultural Markets: When Do Futures Contracts Matter?," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 4415, Dec.
- Gulten Mero & Serge Darolles & Gaëlle Le Fol, 2015, "Financial Market Liquidity: Who Is Acting Strategically?," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2015-14.
- Yves Dominicy & Harry-Paul Vander Elst, 2015, "Macro-Driven VaR Forecasts: From Very High to Very Low Frequency Data," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2015-41, Nov.
- Briana Chang & Shengxing Zhang, 2015, "Endogenous Market Making and Network Formation," Discussion Papers, Centre for Macroeconomics (CFM), number 1534, Nov.
- Snaith, S & Kellard, NM & Ahmad, N, 2015, "Open outcry versus electronic trading: tests of market efficiency on crude palm oil futures," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 15373, Oct.
- Tetsuya Takaishi, 2015, "Realized Volatility Analysis in A Spin Model of Financial Markets," Papers, arXiv.org, number 1511.08997, Nov.
- Alokesh Baura & Priyanta Ghosh, 2015, "On Wage Inequality, Trade and Technology: Theory and Empirics," Centre for International Trade and Development, Jawaharlal Nehru University, New Delhi Discussion Papers, Centre for International Trade and Development, Jawaharlal Nehru University, New Delhi, India, number 15-09.