Printed from https://ideas.repec.org/n/nep-mst/2017-12-03.html
Report NEP-MST-2017-12-03
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:
- Kentaro IWATSUBO & Clinton WATKINS & Tao XU, 2017, "Intraday Seasonality in Efficiency, Liquidity, Volatility, and Volume: Platinum and gold futures in Tokyo and New York," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 17120, Nov.
- Arash Fahim & Wan-Yu Tsai, 2017, "A Numerical Scheme for A Singular control problem: Investment-Consumption Under Proportional Transaction Costs," Papers, arXiv.org, number 1711.01017, Nov.