Report NEP-MST-2015-03-27
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, or Bluesky.
Other reports in NEP-MST
The following items were announced in this report:
- Item repec:hhs:bofrdp:2015_004 is not listed on IDEAS anymore
- Andrey Kudryavtsev, 2014. "Trying to Predict Opening Stock Returns," Proceedings of International Academic Conferences 0301306, International Institute of Social and Economic Sciences.
- Masaaki Fujii, 2015. "Optimal Position Management for a Market Maker with Stochastic Price Impacts," Papers 1503.07007, arXiv.org, revised Sep 2015.
- Thorsten Lehnert, 2014. "Press Freedom and Jumps in Stock Prices," Proceedings of International Academic Conferences 0902033, International Institute of Social and Economic Sciences.