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Report NEP-MST-2018-08-13
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:
- Jaros{l}aw Klamut & Tomasz Gubiec, 2018, "Directed Continuous-Time Random Walk with memory," Papers, arXiv.org, number 1807.01934, Jul.
- Donald B. Keim & Massimo Massa & Bastian von Beschwitz, 2018, "First to \"Read\" the News: New Analytics and Algorithmic Trading," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1233, Jul, DOI: 10.17016/IFDP.2018.1233.
- Benjamin Lester & Ali Shourideh & Venky Venkateswaran & Ariel Zetlin-Jones, 2018, "Market-making with Search and Information Frictions," Working Papers, Federal Reserve Bank of Philadelphia, number 18-20, Jul.
- Alvaro Cartea & Luhui Gan & Sebastian Jaimungal, 2018, "Trading Cointegrated Assets with Price Impact," Papers, arXiv.org, number 1807.01428, Jul.
- Harald Hau & Peter Hoffmann & Sam Langfield & Yannick Timmer, 2017, "Discriminatory Pricing of Over-the-Counter Derivatives," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-70, Dec.
- Item repec:grz:wpsses:2018-03 is not listed on IDEAS anymore
- Laurence Daures Lescourret & Sophie Moinas, 2018, "Fragmentation and Strategic Market-Making," EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 15.
- Semyon Malamud & Marzena J. Rostek, 2018, "Decentralized Exchange," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-25, Mar, revised Apr 2018.
- Item repec:bon:boncrc:crctr224_036_2018 is not listed on IDEAS anymore
- Marco Piccirilli & Tiziano Vargiolu, 2018, "Optimal Portfolio in Intraday Electricity Markets Modelled by L\'evy-Ornstein-Uhlenbeck Processes," Papers, arXiv.org, number 1807.01979, Jul.