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Report NEP-MST-2016-10-23
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:
- Batchimeg Sambalaibat & Artem Neklyudov, 2016, "Endogenous Specialization and Dealer Networks," 2016 Meeting Papers, Society for Economic Dynamics, number 1041.
- Caporin, Massimiliano & Kolokolov, Alexey & Renò, Roberto, 2016, "Systemic co-jumps," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 149, DOI: 10.2139/ssrn.2851811.
- Tobias Adrian & Michael J. Fleming & Or Shachar & Erik Vogt, 2016, "Market liquidity after the financial crisis," Staff Reports, Federal Reserve Bank of New York, number 796, Oct.
- N. Serhan Aydin, 2016, "Time value of extra information against its timely value," Papers, arXiv.org, number 1610.04051, Oct.
- Marcello Rambaldi & Vladimir Filimonov & Fabrizio Lillo, 2016, "Detection of intensity bursts using Hawkes processes: an application to high frequency financial data," Papers, arXiv.org, number 1610.05383, Oct.