Printed from https://ideas.repec.org/n/nep-mst/2015-12-20.html
Report NEP-MST-2015-12-20
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:
- Martin D. Gould & Julius Bonart, 2015, "Queue Imbalance as a One-Tick-Ahead Price Predictor in a Limit Order Book," Papers, arXiv.org, number 1512.03492, Dec.
- KALNINA, Ilze & TEWOU, Kokouvi, 2015, "Cross-sectional dependence in idiosyncratic volatility," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2015-04.
- Item repec:qmw:qmwecw:wp761 is not listed on IDEAS anymore
- Banti, C, 2015, "Illiquidity in the stock and FX markets: an investigation of their cross-market dynamics," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 15626, Dec.
- Phélippé-Guinvarc'h, Martial & Cordier, Jean, 2015, "Machine Learning for Semi-Strong Efficiency Test of Inter-Market Wheat Futures," MPRA Paper, University Library of Munich, Germany, number 68410, Jun.
- Joao da Gama Batista & Domenico Massaro & Jean-Philippe Bouchaud & Damien Challet & Cars Hommes, 2015, "Do investors trade too much? A laboratory experiment," Papers, arXiv.org, number 1512.03743, Dec.