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Report NEP-MST-2012-10-20
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:
- Rama Cont & Arseniy Kukanov, 2012. "Optimal order placement in limit order markets," Working Papers hal-00737491, HAL.
- Pierre Collin-Dufresne & Vyacheslav Fos, 2012. "Insider Trading, Stochastic Liquidity and Equilibrium Prices," NBER Working Papers 18451, National Bureau of Economic Research, Inc.
- Pierre Collin-Dufresne & Vyacheslav Fos, 2012. "Do prices reveal the presence of informed trading?," NBER Working Papers 18452, National Bureau of Economic Research, Inc.
- Cecilia R. Caglio & Stewart Mayhew, 2012. "Equity trading and the allocation of market data revenue," Finance and Economics Discussion Series 2012-65, Board of Governors of the Federal Reserve System (U.S.).
- Lönnbark, Carl, 2012. "Asymmetry with respect to the memory in stock market volatilities," Umeå Economic Studies 849, Umeå University, Department of Economics.
- Walther, A., 2012. "Asset price manipulation with several traders," Cambridge Working Papers in Economics 1242, Faculty of Economics, University of Cambridge.