Printed from https://ideas.repec.org/n/nep-mst/2016-07-16.html
Report NEP-MST-2016-07-16
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:
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2016, "Forecast in Capital Markets," MPRA Paper, University Library of Munich, Germany, number 72286, Jun.
- Tim Bollerslev & Jia Li & Yuan Xue, 2016, "Volume, Volatility and Public News Announcements," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-19, Jun.
- Albina Danilova, 2016, "Stock Market Insider Trading in Continuous Time with Imperfect Dynamic Information," Papers, arXiv.org, number 1607.00035, Jun.
- Anton Tsoy, 2016, "Liquidity and Prices in Decentralized Markets with Almost Public Information," 2016 Meeting Papers, Society for Economic Dynamics, number 8.