Printed from https://ideas.repec.org/n/nep-mst/2018-03-05.html
Report NEP-MST-2018-03-05
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:
- Lorenzo Camponovo & Yukitoshi Matsushita & Taisuke Otsu, 2018, "Nonparametric Likelihood for Volatility Under High Frequency Data," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0318, Feb.
- Mohammad Davoodalhosseini, 2018, "Adverse Selection with Heterogeneously Informed Agents," Staff Working Papers, Bank of Canada, number 18-7, DOI: 10.34989/swp-2018-7.
- Kenneth R. Ahern, 2018, "Do Proxies for Informed Trading Measure Informed Trading? Evidence from Illegal Insider Trades," NBER Working Papers, National Bureau of Economic Research, Inc, number 24297, Feb.
- Marie Chen & Corey Garriott, 2018, "High-Frequency Trading and Institutional Trading Costs," Staff Working Papers, Bank of Canada, number 18-8, DOI: 10.34989/swp-2018-8.
- Davide Pettenuzzo & Riccardo Sabbatucci & Allan Timmermann, 2018, "High-frequency Cash Flow Dynamics," Working Papers, Brandeis University, Department of Economics and International Business School, number 120, Feb.
- Item repec:rim:rimwps:18-13 is not listed on IDEAS anymore