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Report NEP-MST-2017-10-29
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:
- Jing-Chao Chen & Yu Zhou & Xi Wang, 2017, "Profitability of simple stationary technical trading rules with high-frequency data of Chinese Index Futures," Papers, arXiv.org, number 1710.07470, Oct.
- Ljungqvist, Alexander & Back, Kerry E. & Collin-Dufresne, Pierre & Fos, Vyacheslav & Li, Tao, 2017, "Activism, Strategic Trading, and Liquidity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12372, Oct.
- Claudio Fontana & Markus Pelger & Eckhard Platen, 2017, "Sure Profits via Flash Strategies and the Impossibility of Predictable Jumps," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 385, Aug.
- Laura Veldkamp & David Lucca & Nina Boyarchenko, 2017, "Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets," 2017 Meeting Papers, Society for Economic Dynamics, number 808.
- Joshua C C Chan & Yong Song, 2017, "Measuring Inflation Expectations Uncertainty Using High-Frequency Data," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-61, Oct.