Printed from https://ideas.repec.org/n/nep-mst/2016-06-25.html
Report NEP-MST-2016-06-25
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:
- Schlepper, Kathi, 2016, "High-frequency trading in the Bund futures market," Discussion Papers, Deutsche Bundesbank, number 15/2016.
- Andreou, Elena, 2016, "On the use of high frequency measures of volatility in MIDAS regressions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11307, Jun.
- Laurence Levin & Matthew S. Lewis & Frank A. Wolak, 2016, "High Frequency Evidence on the Demand for Gasoline," NBER Working Papers, National Bureau of Economic Research, Inc, number 22345, Jun.
- Beatrice Acciaio & Martin Larsson & Walter Schachermayer, 2016, "The space of outcomes of semi-static trading strategies need not be closed," Papers, arXiv.org, number 1606.00631, Jun.
- Kurz-Kim, Jeong-Ryeol, 2016, "Black Monday, globalization and trading behavior of stock investors," Discussion Papers, Deutsche Bundesbank, number 18/2016.
- Ruttenberg, Wiebe & Pinna, Andrea, 2016, "Distributed ledger technologies in securities post-trading - Revolution or evolution?," Occasional Paper Series, European Central Bank, number 172, Apr.