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Report NEP-MST-2018-12-03
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:
- Grimstvedt Meling, Tom, 2017, "Tick sizes in illiquid order books," Working Papers in Economics, University of Bergen, Department of Economics, number 6/17, Jun.
- Grimstvedt Meling, Tom & Ødegård, Bernt Arne, 2017, "Tick Size Wars, High Frequency Trading, and Market Quality," Working Papers in Economics, University of Bergen, Department of Economics, number 5/17, Sep.
- Grimstvedt Meling, Tom, 2017, "Anonymous trading in equities," Working Papers in Economics, University of Bergen, Department of Economics, number 7/17, Sep.
- Panayi, Efstathios & Peters, Gareth W. & Danielsson, Jon & Zigrandd, Jean-Pierre, 2018, "Designating market maker behaviour in limit order book markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 90424, Jan.
- Andreas Karpf & Antoine Mandel & Stefano Battiston, 2018, "Price and network dynamics in the European carbon market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01905985, Sep, DOI: 10.1016/j.jebo.2018.06.019.
- Yui Mukoyama & Naoya Kikuta & Kazuaki Washimi, 2018, "Investment Patterns of Japanese Retail Investors in Foreign Exchange Margin Trading," Bank of Japan Review Series, Bank of Japan, number 18-E-3, Nov.
- Hai-Chuan Xu & Wei-Xing Zhou, 2018, "Modeling aggressive market order placements with Hawkes factor models," Papers, arXiv.org, number 1811.08076, Nov.