Printed from https://ideas.repec.org/n/nep-mst/2017-03-05.html
Report NEP-MST-2017-03-05
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:
- Cespa, Giovanni & Vives, Xavier, 2017, "High frequency trading and fragility," Working Paper Series, European Central Bank, number 2020, Feb.
- Lorenzo Camponovo & Yukitoshi Matsushita & Taisuke Otsu, 2017, "Empirical likelihood for high frequency data," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 591, Feb.
- Francesco Cerigioni, 2016, "Dual decision processes and noise trading," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1553, Sep.
- Bence Toth & Zoltan Eisler & Jean-Philippe Bouchaud, 2017, "The short-term price impact of trades is universal," Papers, arXiv.org, number 1702.08029, Feb, revised Jan 2018.