Printed from https://ideas.repec.org/n/nep-mst/2018-03-12.html
Report NEP-MST-2018-03-12
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:
- Daniel Bierbaumer & Malte Rieth & Anton Velinov, 2018, "Nonlinear Intermediary Pricing in the Oil Futures Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1722.
- Pedersen, Lasse Heje & Bollerslev, Tim & Hood, Benjamin & Huss, John, 2018, "Risk Everywhere: Modeling and Managing Volatility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12687, Feb.
- Teruyoshi Kobayashi & Anna Sapienza & Emilio Ferrara, 2018, "Extracting the multi-timescale activity patterns of online financial markets," Discussion Papers, Graduate School of Economics, Kobe University, number 1809, Feb.
- Ismael Lemhadri, 2018, "Market Impact in a Latent Order Book," Papers, arXiv.org, number 1802.06101, Feb, revised Sep 2020.
- Item repec:qut:qubewp:wp054 is not listed on IDEAS anymore