Printed from https://ideas.repec.org/n/nep-mst/2012-04-23.html
Report NEP-MST-2012-04-23
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:
- Francis Breedon & Angelo Ranaldo, 2012. "Intraday Patterns in FX Returns and Order Flow," Working Papers 694, Queen Mary University of London, School of Economics and Finance.
- Item repec:hal:wpaper:hal-00687675 is not listed on IDEAS anymore
- Greg Farrell & Nicola Viegi & Shakill Hassan, 2012. "The High-Frequency Response of the Rand-Dollar rate to Inflation Surprises," Working Papers 279, Economic Research Southern Africa.
- Item repec:hal:wpaper:hal-00687193 is not listed on IDEAS anymore
- Aur'elien Alfonsi & Jos'e Infante Acevedo, 2012. "Optimal execution and price manipulations in time-varying limit order books," Papers 1204.2736, arXiv.org.