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Report NEP-MST-2016-09-11
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:
- Item repec:upd:utppwp:069 is not listed on IDEAS anymore
- Item repec:gmf:wpaper:2016-13. is not listed on IDEAS anymore
- Elias Strehle, 2016, "Optimal Execution in a Multiplayer Model of Transient Price Impact," Papers, arXiv.org, number 1609.00599, Sep, revised Mar 2019.
- Alexandru Mandes, 2016, "Algorithmic and High-Frequency Trading Strategies: A Literature Review," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201625.