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Report NEP-MST-2008-04-12
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:
- Hans Degryse & Mark Van Achter & Gunther Wuyts, 2004. "Dynamic order Submission Strategies with Competition between a Dealer Market and a Crossing Network," Working Papers of Department of Economics, Leuven ces0415, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Hans Degryse & Mark Van Achter, 2001. "Alternative Trading Systems and Liquidity," Working Papers of Department of Economics, Leuven ces0122, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Fischer, Andreas & Ranaldo, Angelo, 2008. "Does FOMC News Increase Global FX Trading?," CEPR Discussion Papers 6753, C.E.P.R. Discussion Papers.
- MartÃnez de Albeniz, Victor & Vendrell, Josep M., 2008. "A capacitated commodity trading model with market power," IESE Research Papers D/728, IESE Business School.
- Wolff, Christian & Verschoor, Willem F C & Jongen, Ron & Zwinkels, Remco C.J., 2008. "Dispersion of Beliefs in the Foreign Exchange Market," CEPR Discussion Papers 6738, C.E.P.R. Discussion Papers.
- Pierre Bajgrowicz & Olivier Scaillet, 2008. "Technical Trading Revisited: False Discoveries, Persistence Tests, and Transaction Costs," Swiss Finance Institute Research Paper Series 08-05, Swiss Finance Institute, revised Jul 2009.
- Olivier Vergote, 2005. "How to Match Trades and Quotes for Nyse Stocks?," Working Papers of Department of Economics, Leuven ces0510, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.