Printed from https://ideas.repec.org/n/nep-mst/2017-01-22.html
Report NEP-MST-2017-01-22
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:
- Tim Leung & Hongzhong Zhang, 2017, "Optimal Trading with a Trailing Stop," Papers, arXiv.org, number 1701.03960, Jan, revised Mar 2019.
- Kevin Pan & Zeng, Yao, 2016, "ETF Arbitrage Under Liquidity Mismatch," Working Paper, Harvard University OpenScholar, number 485311, Jan.