Printed from https://ideas.repec.org/n/nep-mst/2018-06-18.html
Report NEP-MST-2018-06-18
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:
- Ioane Muni Toke & Nakahiro Yoshida, 2018, "Analyzing order flows in limit order books with ratios of Cox-type intensities," Papers, arXiv.org, number 1805.06682, May, revised Aug 2019.
- Item repec:hal:wpaper:hal-01799398 is not listed on IDEAS anymore
- Acciaio, Beatrice & Larsson, Martin & Schachermayer, Walter, 2017, "The space of outcomes of semi-static trading strategies need not be closed," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 69804, Jul.
- Babus, Ana & Kondor, Peter, 2018, "Trading and information diffusion in OTC markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 88050, Sep.
- Tom Auld & Oliver Linton, 2018, "The behaviour of betting and currency markets on the night of the EU referendum," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/18.
- Endres, Sylvia & Stübinger, Johannes, 2018, "A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 07/2018.