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Report NEP-MST-2015-02-28
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:
- Philipp Adämmer & Martin T. Bohl & Christian Gross, 2015. "Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?," CQE Working Papers 3915, Center for Quantitative Economics (CQE), University of Muenster.
- Jin Hyuk Choi & Kasper Larsen & Duane J. Seppi, 2015. "Information and Trading Targets in a Dynamic Market Equilibrium," Papers 1502.02083, arXiv.org, revised Sep 2015.
- Erhan Bayraktar & Zhou Zhou, 2015. "Arbitrage, hedging and utility maximization using semi-static trading strategies with American options," Papers 1502.06681, arXiv.org, revised Feb 2016.
- Rahi, Rohit & Zigrand, Jean-Pierre, 2013. "Market quality and contagion in fragmented markets," LSE Research Online Documents on Economics 60971, London School of Economics and Political Science, LSE Library.
- Venky Venkateswaran & Ali Shourideh & Benjamin Lester, 2014. "OTC Trading vs. Exchanges: A welfare comparison," 2014 Meeting Papers 1107, Society for Economic Dynamics.
- Mike Farjam & Oliver Kirchkamp, 2015. "Bubbles in hybrid markets - How expectations about algorithmic trading affect human trading," Jena Economics Research Papers 2015-003, Friedrich-Schiller-University Jena.