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Report NEP-MST-2016-07-23
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:
- Qing-Qing Yang & Wai-Ki Ching & Jia-Wen Gu & Tak-Kuen Siu, 2016, "Generalized Optimal Liquidation Problems Across Multiple Trading Venues," Papers, arXiv.org, number 1607.04553, Jul, revised Aug 2017.
- Jana Bielagk & Ulrich Horst & Santiago Moreno--Bromberg, 2016, "A Principal-Agent Model of Trading Under Market Impact -Crossing networks interacting with dealer markets-," Papers, arXiv.org, number 1607.04047, Jul, revised Aug 2016.
- Dan LI & Norman SCHUERHOFF, 2014, "Dealer Networks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-50, Oct.
- Ludovic MOREAU & Johannes MUHLE-KARBE & Halil Mete SONER, 2014, "Trading with Small Price Impact," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-17, Feb, revised Mar 2015.
- Martin HOESLI & Anjeza KADILLI & Kustrim REKA, 2014, "Commonality in Liquidity and Real Estate Securities," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-30, May.