Printed from https://ideas.repec.org/n/nep-mst/2016-02-17.html
Report NEP-MST-2016-02-17
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:
- Gelman, Sergey & Lushchikov, Roman, 2015, "Stock liquidity in forefront of anticipated announcements," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113176.
- Adaemmer, Philipp & Bohl, Martin T. & Christian, Groß, 2015, "Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113213.
- Szech, Nora & Schweizer, Nikolaus, 2015, "Revenues and Welfare in Auctions with Information Release," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113041.
- Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2015, "Who trades on momentum?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112872.