Printed from https://ideas.repec.org/n/nep-mst/2018-04-16.html
Report NEP-MST-2018-04-16
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:
- Item repec:grz:wpsses:2018-01 is not listed on IDEAS anymore
- Charu Sharma & Amber Habib & Sunil Bowry, 2018, "Cluster analysis of stocks using price movements of high frequency data from National Stock Exchange," Papers, arXiv.org, number 1803.09514, Mar.
- Ioane Muni Toke, 2017, "Stationary Distribution Of The Volume At The Best Quote In A Poisson Order Book Model," Post-Print, HAL, number hal-01705085, Sep, DOI: 10.1142/S021902491750039X.
- Sane, Renuka, 2018, "Stock Market Trading in the Aftermath of an Accounting Scandal," Working Papers, National Institute of Public Finance and Policy, number 18/198, Apr.
- Castelle, Michael & Millo, Yuval & Beunza, Daniel & Lubin, David C., 2016, "Where do electronic markets come from? Regulation and the transformation of financial exchanges," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 68650, Sep.