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Report NEP-MST-2011-10-15
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:
- Fabio C. Bagliano & Carlo A. Favero & Giovanna Nicodano, 2011. "Insider Trading, Traded Volume and Returns," Working papers 26, Former Department of Economics and Public Finance "G. Prato", University of Torino.
- Paolo Guasoni & Johannes Muhle-Karbe, 2011. "Long Horizons, High Risk Aversion, and Endogeneous Spreads," Papers 1110.1214, arXiv.org, revised Jul 2012.
- Kentaro Iwatsubo & Ian W. Marsh, 2011. "Order Flows, Fundamentals and Exchange Rates," Discussion Papers 1120, Graduate School of Economics, Kobe University.
- Junjie Wang & Shuigeng Zhou & Jihong Guan, 2011. "Detecting Collusive Cliques in Futures Markets Based on Trading Behaviors from Real Data," Papers 1110.1522, arXiv.org.
- Laurent Schoeffel, 2011. "Returns in futures markets and $\nu=3$ t-distribution," Papers 1110.1006, arXiv.org.