Report NEP-MST-2015-02-22

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:

• Ioane Muni Toke, 2015. "Stationary distribution of the volume at the best quote in a Poisson order book model," Papers 1502.03871, arXiv.org.
• Cecilia Parlatore Siritto & Ana Babus, 2014. "Where to Trade: OTC vs Exchanges," 2014 Meeting Papers 1100, Society for Economic Dynamics.
• M. Alessandra Crisafi & Andrea Macrina, 2015. "Dark-Pool Perspective of Optimal Market Making," Papers 1502.02863, arXiv.org.
• Dennis, Patrick J. & Sandås, Patrik, 2014. "Does Trading Anonymously Enhance Liquidity?," Working Paper Series 288, Sveriges Riksbank (Central Bank of Sweden).
• Fabrice Rousseau & Hervé Boco & Laurent Germain, 2015. "Heterogeneous Beliefs and Imperfect Competition in Sequential Auction Markets," Economics Department Working Paper Series n258-15.pdf, Department of Economics, National University of Ireland - Maynooth.