Printed from https://ideas.repec.org/n/nep-mst/2017-05-21.html
Report NEP-MST-2017-05-21
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:
- Stübinger, Johannes & Endres, Sylvia, 2017, "Pairs trading with a mean-reverting jump-diffusion model on high-frequency data," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 10/2017.
- Li, Zhiyong & Lambe, Brendan & Adegbite, Emmanuel, 2017, "New Bid-Ask Spread Estimators from Daily High and Low Prices," MPRA Paper, University Library of Munich, Germany, number 79102, May.
- Item repec:hal:wpaper:hal-01514987 is not listed on IDEAS anymore