Report NEP-MST-2012-03-28

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:

• Bicchetti, David & Maystre, Nicolas, 2012. "The synchronized and long-lasting structural change on commodity markets: evidence from high frequency data," MPRA Paper 37486, University Library of Munich, Germany.
• Degryse, Hans & Van Achter, Mark & Wuyts, Gunther, 2012. "Internalization, Clearing and Settlement, and Liquidity," CEPR Discussion Papers 8765, C.E.P.R. Discussion Papers.
• Helder Sebastião, 2012. "The Relative Contemporaneous Information Response: A New Cointegration-Based Measure of Price Discovery," GEMF Working Papers 2012-04, GEMF, Faculty of Economics, University of Coimbra.
• Philippon, Thomas & Pagnotta, Emiliano, 2012. "Competing on Speed," CEPR Discussion Papers 8786, C.E.P.R. Discussion Papers.
• Sait Tunc & Suleyman S. Kozat, 2012. "Optimal Investment Under Transaction Costs: A Threshold Rebalanced Portfolio Approach," Papers 1203.4156, arXiv.org.