Printed from https://ideas.repec.org/n/nep-mst/2017-08-20.html
Report NEP-MST-2017-08-20
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:
- Item repec:zrh:wpaper:368 is not listed on IDEAS anymore
- Jos'e E. Figueroa-L'opez & Hyoeun Lee & Raghu Pasupathy, 2017, "Optimal placement of a small order in a diffusive limit order book," Papers, arXiv.org, number 1708.04337, Aug.
- Takaki Hayashi & Yuta Koike, 2017, "Multi-scale analysis of lead-lag relationships in high-frequency financial markets," Papers, arXiv.org, number 1708.03992, Aug, revised May 2020.
- Kamga, Merlin Kuate & Wilde, Christian, 2017, "Liquidity premia in CDS markets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 173, DOI: 10.2139/ssrn.3005276.