Report NEP-MST-2014-11-01

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.

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Other reports in NEP-MST

The following items were announced in this report:

• Iacopo Mastromatteo, 2014. "Apparent impact: the hidden cost of one-shot trades," Papers 1409.8497, arXiv.org, revised Jun 2015.
• Sébastien GALANTI & Zahra BEN BRAHAM, 2013. "Recommendation Value on an Emerging Market: the Impact of Financial Analysts Recommendations on Stock Price and Trading Volume in Tunisia," LEO Working Papers / DR LEO 1393, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
• Bibinger, Markus & Hautsch, Nikolaus & Malec, Peter & Reiss, Markus, 2014. "Estimating the spot covariation of asset prices: Statistical theory and empirical evidence," SFB 649 Discussion Papers 2014-055, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Item repec:grz:wpsses:2014-03 is not listed on IDEAS anymore

• W. Yang, 1999. "The Demand for and Supply of Shares. An Empirical Study of the Limit Order Book on the ASX," Economics Discussion / Working Papers 99-03, The University of Western Australia, Department of Economics.
• García-Verdú Santiago & Zerecero Miguel, 2014. "On Central Bank Interventions in the Mexican Peso/Dollar Foreign Exchange Market," Working Papers 2014-19, Banco de México.