Printed from https://ideas.repec.org/n/nep-mst/2019-06-17.html
Report NEP-MST-2019-06-17
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:
- Georges Dionne & Xiaozhou Zhou, 2019, "Information Environments and High Price Impact Trades: Implication for Volatility and Price Efficiency," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 19-3, Jun.
- Martin D. D. Evans, 2019, "Front-Running and Collusion in Forex Trading," Working Papers, Georgetown University, Department of Economics, number gueconwpa~19-19-02, Jun.
- Utpal Bhattacharya & Wei-Yu Kuo & Tse-Chun Lin & Jing Zhao, 2019, "Do Superstitious Traders Lose Money?," HKUST IEMS Working Paper Series, HKUST Institute for Emerging Market Studies, number 2019-62, May, revised May 2019.
- Paul Jusselin & Thibaut Mastrolia & Mathieu Rosenbaum, 2019, "Optimal auction duration: A price formation viewpoint," Papers, arXiv.org, number 1906.01713, Jun, revised Jun 2020.
- Li, Z. M. & Laeven, R. J. A. & Vellekoop, M. H., 2019, "Dependent Microstructure Noise and Integrated Volatility: Estimation from High-Frequency Data," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1952, Jun.
- Attar, Andrea & Mariotti, Thomas & Salanié, François, 2019, "The Social Costs of Side Trading," TSE Working Papers, Toulouse School of Economics (TSE), number 19-1017, Jun, revised Oct 2019.
- Anastasios Dosis, 2019, "Optimal Trading for an Informed Seller," Working Papers, HAL, number hal-02130450, Mar.