Printed from https://ideas.repec.org/n/nep-mst/2019-05-13.html
Report NEP-MST-2019-05-13
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:
- Andreas Karpf & Antoine Mandel & Stefano Battiston, 2018, "Price and network dynamics in the European carbon market," Post-Print, HAL, number halshs-01905985, Sep, DOI: 10.1016/j.jebo.2018.06.019.
- Benjamin Favetto, 2019, "The European intraday electricity market : a modeling based on the Hawkes process," Working Papers, HAL, number hal-02089289, Apr.
- Rama Cont & Marvin Muller, 2019, "A Stochastic Pde Model For Limit Order Book Dynamics," Working Papers, HAL, number hal-02090449, Apr.