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Report NEP-MST-2010-12-11
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.Subscribe to this report: email, RSS, or Mastodon.
Other reports in NEP-MST
The following items were announced in this report:
- Sabrina Buti & Barbara Rindi & Ingrid M. Werner, 2010. "Dynamic Dark Pool Trading Strategies in Limit Order Markets," Working Papers 371, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Item repec:eab:financ:2370 is not listed on IDEAS anymore
- Rama Cont & Arseniy Kukanov & Sasha Stoikov, 2010. "The Price Impact of Order Book Events," Papers 1011.6402, arXiv.org, revised Apr 2011.
- Vladimir Borgy & Julien Idier & Gaëlle Le Fol, 2010. "Liquidity Problems in the FX Liquid Market," Working Papers halshs-00539985, HAL.
- Shoko Morimoto & Mototsugu Shintani, 2010. "Trading volume and serial correlation in stock returns: a threshold regression approach," Discussion Papers in Economics and Business 10-28, Osaka University, Graduate School of Economics.