Printed from https://ideas.repec.org/n/nep-mst/2016-08-07.html
Report NEP-MST-2016-08-07
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:
- Julius Bonart & Fabrizio Lillo, 2016, "A continuous and efficient fundamental price on the discrete order book grid," Papers, arXiv.org, number 1608.00756, Aug, revised Aug 2016.
- Fabrice Rousseau & Hervé Boco & Laurent Germain, 2016, "Heterogeneous Noisy Beliefs and Dynamic Competition in Financial Markets," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n269-16.pdf.
- Fabrice Rousseau & Herve Boco & Laurent Germain, 2020, "When Overconfident Traders Meet Feedback Traders - Updated from 2016," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n270-16.pdf.
- Jan KALLSEN & Johannes MUHLE-KARBE, 2014, "High-Resilience Limits of Block-Shaped Order Books," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-72, Sep.
- Naoshi Tsuchida & Toshiaki Watanabe & Toshinao Yoshiba, 2016, "The Intraday Market Liquidity of Japanese Government Bond Futures," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 16-E-07, Jul.
- Item repec:vuw:vuwecf:5206 is not listed on IDEAS anymore