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Report NEP-MST-2016-12-11
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:
- V'it Perv{z}ina & Jan M. Swart, 2016, "How much market making does a market need?," Papers, arXiv.org, number 1612.00981, Dec, revised Jun 2018.
- Tolga Cenesizoglu & Georges Dionne & Xiaozhou Zhou, 2016, "Asymmetric Effects of the Limit Order Book on Price Dynamics," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 16-5, Dec.
- Janzen, Joseph P. & Adjemian, Michael K., 2016, "Estimating the Location of World Wheat Price Discovery," 2017 Allied Social Sciences Association (ASSA) Annual Meeting, January 6-8, 2017, Chicago, Illinois, Agricultural and Applied Economics Association, number 250112, Nov, DOI: 10.22004/ag.econ.250112.
- Acciaio, Beatrice & Larsson, Martin, 2017, "Semi-static completeness and robust pricing by informed investors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 68502.
- Kerry Back & Pierre Collin-Dufresne & Vyacheslav Fos & Tao Li & Alexander Ljungqvist, 2016, "Activism, Strategic Trading, and Liquidity," NBER Working Papers, National Bureau of Economic Research, Inc, number 22893, Dec.