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Report NEP-MST-2016-12-04
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:
- Ødegaard, Bernt Arne, 2016, "Bond Liquidity at the Oslo Stock Exchange," UiS Working Papers in Economics and Finance, University of Stavanger, number 2016/16, Nov.
- Rousse, Olivier & Sévi, Benoît, , "Informed Trading in Oil-Futures Market," ESP: Energy Scenarios and Policy, Fondazione Eni Enrico Mattei (FEEM), number 249788, DOI: 10.22004/ag.econ.249788.
- Cecilia Parlatore & Ana Babus, 2016, "Strategic Fragmented Markets," 2016 Meeting Papers, Society for Economic Dynamics, number 1582.
- Neuhoff, Karsten & Richstein, Jörn & May, Nils, 2016, "Auctions for Intraday -Trading Impacts on efficient power markets and secure system operation," EconStor Research Reports, ZBW - Leibniz Information Centre for Economics, number 148282.
- Item repec:tky:jseres:2015cj282 is not listed on IDEAS anymore
- Fang Cai & Song Han & Dan Li & Yi Li, 2016, "Institutional Herding and Its Price Impact : Evidence from the Corporate Bond Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-091, Oct, DOI: 10.17016/FEDS.2016.091.
- Linton, O. & Wu, J., 2016, "A coupled component GARCH model for intraday and overnight volatility," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1671, Dec.