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Report NEP-MST-2016-05-08
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:
- Sandrine Jacob Leal & Mauro Napoletano, 2016, "Market stability vs. Market resilience : Regulatory policies experiments in an agent based model with low-and high -frequency trading," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2016-12, Apr.
- Sandrine Jacob Leal & Mauro Napoletano, 2016, "Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent Based Model with Low- and High-Frequency Trading," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2016/15, Dec.
- Corey Garriott & Adrian Walton, 2016, "Retail Order Flow Segmentation," Staff Working Papers, Bank of Canada, number 16-20, DOI: 10.34989/swp-2017-20.
- Item repec:spo:wpmain:info:hdl:2441/3utlh0ehcn860pus6p2p683ade is not listed on IDEAS anymore
- Albert S. Kyle & Anna A. Obizhaeva & Tugkan Tuzun, 2016, "Microstructure Invariance in U.S. Stock Market Trades," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-034, Apr, DOI: 10.17016/FEDS.2016.034.
- Elena Andreou, 2016, "On the use of high frequency measures of volatility in MIDAS regressions," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 03-2016, Apr.
- Gomber, Peter, 2016, "The German equity trading landscape," SAFE White Paper Series, Leibniz Institute for Financial Research SAFE, number 34.
- Alasdair Brown & Dooruj Rambaccussing & J. James Reade & Giambattista Rossi, 2016, "Using Social Media to Identify Market Ine!ciencies: Evidence from Twitter and Betfair," Working Papers, The George Washington University, The Center for Economic Research, number 2016-002, Feb.