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Report NEP-MST-2016-08-21
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:
- Anatoliy Swishchuk & Katharina Cera & Julia Schmidt & Tyler Hofmeister, 2016, "General Semi-Markov Model for Limit Order Books: Theory, Implementation and Numerics," Papers, arXiv.org, number 1608.05060, Aug.
- Song Han & Kleopatra Nikolaou, 2016, "Trading Relationships in the OTC Market for Secured Claims : Evidence from Triparty Repos," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-064, Mar, DOI: 10.17016/FEDS.2016.064.
- Schmitt, Noemi & Westerhoff, Frank, 2016, "Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 111.