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Report NEP-MST-2016-01-03
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:
- Wai-Ki Ching & Jia-Wen Gu & Qing-Qing Yang & Tak-Kuen Siu, 2015, "On Optimal Pricing Model for Multiple Dealers in a Competitive Market," Papers, arXiv.org, number 1512.08866, Dec.
- Item repec:hal:wpaper:hal-01247523 is not listed on IDEAS anymore
- Paul Mizen & Veronica Veleanu, 2015, "On the Information Flow from Credit Derivatives to the Macroeconomy," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 2015/21.
- Krauss, Christopher & Stübinger, Johannes, 2015, "Nonlinear dependence modeling with bivariate copulas: Statistical arbitrage pairs trading on the S&P 100," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 15/2015.