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.

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 2016/16, University of Stavanger.
• Rousse, Olivier & Sévi, Benoît, 2016. "Informed Trading in Oil-Futures Market," ESP: Energy Scenarios and Policy 249788, Fondazione Eni Enrico Mattei (FEEM).
• Cecilia Parlatore & Ana Babus, 2016. "Strategic Fragmented Markets," 2016 Meeting Papers 1582, Society for Economic Dynamics.
• Neuhoff, Karsten & Richstein, Jörn & May, Nils, 2016. "Auctions for Intraday -Trading Impacts on efficient power markets and secure system operation," EconStor Research Reports 148282, ZBW - Leibniz Information Centre for Economics.
• Tetsuji Okazaki, 2016. ""Risks and Returns of Trades: A case of Mitsubishi Corporation in the Prewar Period " (in Japanese)," CIRJE J-Series CIRJE-J-282, CIRJE, Faculty of Economics, University of Tokyo.
• 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 2016-091, Board of Governors of the Federal Reserve System (U.S.).
• Linton, O. & Wu, J., 2016. "A coupled component GARCH model for intraday and overnight volatility," Cambridge Working Papers in Economics 1671, Faculty of Economics, University of Cambridge.