Printed from https://ideas.repec.org/n/nep-mst/2016-04-23.html
Report NEP-MST-2016-04-23
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:
- Schuster, Philipp & Trapp, Monika & Uhrig-Homburg, Marliese, 2016, "A heterogeneous agents equilibrium model for the term structure of bond market liquidity," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-05 [rev.2].
- Zhi Da & Borja Larrain & Clemens Sialm & José Tessada, 2016, "Coordinated Noise Trading: Evidence from Pension Fund Reallocations," NBER Working Papers, National Bureau of Economic Research, Inc, number 22161, Apr.
- Karen Braun-Munzinger & Zijun Liu & Arthur Turrell, 2016, "An agent-based model of dynamics in corporate bond trading," Bank of England working papers, Bank of England, number 592, Apr.
- Brian Bulthuis & Julio Concha & Tim Leung & Brian Ward, 2016, "Optimal Execution of Limit and Market Orders with Trade Director, Speed Limiter, and Fill Uncertainty," Papers, arXiv.org, number 1604.04963, Apr, revised Apr 2017.
- Ioane Muni Toke, 2016, "Reconstruction of Order Flows using Aggregated Data," Papers, arXiv.org, number 1604.02759, Apr.
- Daniel Ladley & Guanqing Liu & James Rockey, 2016, "Margin Trading: Hedonic Returns and Real Losses," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 16/06, Apr.