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Report NEP-MST-2016-07-02
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:
- Mihaly Ormos & Dusan Timotity, 2016, "Market Microstructure During Financial Crisis: Dynamics of Informed and Heuristic-Driven Trading," Papers, arXiv.org, number 1606.03590, Jun.
- Rosu , Ioanid, 2016, "Fast and Slow Informed Trading," HEC Research Papers Series, HEC Paris, number 1123, Apr.
- Marco Di Maggio & Amir Kermani & Zhaogang Song, 2016, "The Value of Trading Relationships in Turbulent Times," NBER Working Papers, National Bureau of Economic Research, Inc, number 22332, Jun.
- Höchstötter, Markus & Safarian, Mher M. & Krumetsadik, Anna, 2016, "Analysis of stochastic technical trading algorithms," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 91, DOI: 10.5445/IR/1000055429.
- Katia Colaneri & Zehra Eksi & Rudiger Frey & Michaela Szolgyenyi, 2016, "Optimal Liquidation under Partial Information with Price Impact," Papers, arXiv.org, number 1606.05079, Jun, revised Jun 2019.
- Odening, Martin & Hüttel, Silke, 2016, "Price Formation on Agricultural Land Markets – A Microstructure Analysis," 2016 Conference (60th), February 2-5, 2016, Canberra, Australia, Australian Agricultural and Resource Economics Society, number 235490, Feb, DOI: 10.22004/ag.econ.235490.
- Thesmar , David & Bouchaud, Jean-Philippe & Krueger , Philipp & Landier , Augustin, 2016, "Sticky Expectations and Stock Market Anomalies," HEC Research Papers Series, HEC Paris, number 1136, Mar.