Printed from https://ideas.repec.org/n/nep-mst/2017-11-05.html
Report NEP-MST-2017-11-05
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:
- Vives, Xavier & Yang, Liyan & Mondria, Jordi, 2017, "Costly Interpretation of Asset Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12360, Oct.
- Shanshan Wang & Sebastian Neusu{ss} & Thomas Guhr, 2017, "Grasping asymmetric information in market impacts," Papers, arXiv.org, number 1710.07959, Oct, revised Apr 2019.
- Park, Beum-Jo & Kim, Myung-Joong, 2017, "A Dynamic Measure of Intentional Herd Behavior in Financial Markets," MPRA Paper, University Library of Munich, Germany, number 82025, Oct.