Printed from https://ideas.repec.org/n/nep-mst/2011-07-27.html
Report NEP-MST-2011-07-27
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:
- John Cotter, 2011. "Minimum Capital Requirement Calculations for UK Futures," Working Papers 200418, Geary Institute, University College Dublin.
- Item repec:diw:diwwpp:dp1139 is not listed on IDEAS anymore
- Zoltan Eisler & Jean-Philippe Bouchaud & Julien Kockelkoren, 2011. "Models for the impact of all order book events," Papers 1107.3364, arXiv.org.
- Michele Tumminello & Fabrizio Lillo & Jyrki Piilo & Rosario N. Mantegna, 2011. "Identification of clusters of investors from their real trading activity in a financial market," Papers 1107.3942, arXiv.org.