Printed from https://ideas.repec.org/n/nep-mst/2017-07-16.html
Report NEP-MST-2017-07-16
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:
- Biais, Bruno & Declerck, Fany & Moinas, Sophie, 2017, "Who supplies liquidity, how and when?," TSE Working Papers, Toulouse School of Economics (TSE), number 17-818, Jun.
- Petrescu, Monica & Wedow, Michael, 2017, "Dark pools in European equity markets: emergence, competition and implications," Occasional Paper Series, European Central Bank, number 193, Jul.
- Yerkin Kitapbayev & Tim Leung, 2017, "Mean Reversion Trading with Sequential Deadlines and Transaction Costs," Papers, arXiv.org, number 1707.03498, Jul, revised Jan 2018.
- Bielagk, Jana & Horst, Ulrich & Moreno-Bromberg, Santiago, 2017, "Trading under Market Impact," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 39, Jul.
- Voges, Michelle & Leschinski, Christian & Sibbertsen, Philipp, 2017, "Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-599, Jun.
- Degiannakis, Stavros, 2016, "The one-trading-day-ahead forecast errors of intra-day realized volatility," MPRA Paper, University Library of Munich, Germany, number 80163, Jan.