Report NEP-MST-2010-06-11

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.

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Other reports in NEP-MST

The following items were announced in this report:

• Carol L. Clark, 2010. "Controlling risk in a lightning-speed trading environment," Policy Discussion Paper Series PDP-2010-01, Federal Reserve Bank of Chicago.
• Alex Frino & Maria Grazia Romano, 2010. "Transaction Costs and the Asymmetric Price Impact of Block Trades," CSEF Working Papers 252, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Item repec:hal:wpaper:hal-00422427_v3 is not listed on IDEAS anymore

• Fabien Guilbaud & Mohamed Mnif & Huy^en Pham, 2010. "Numerical methods for an optimal order execution problem," Papers 1006.0768, arXiv.org.