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Report NEP-MST-2015-06-20
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, or Bluesky.
Other reports in NEP-MST
The following items were announced in this report:
- Markus Baldauf & Joshua Mollner, 2015. "High-Frequency Trading and Market Performance," Discussion Papers 15-017, Stanford Institute for Economic Policy Research.
- Markus Baldauf & Joshua Mollner, 2015. "Trading in Fragmented Markets," Discussion Papers 15-018, Stanford Institute for Economic Policy Research.
- Simona Adascalitei, 2015. "The importance of High Frequency Data on the Financial Markets," Proceedings of International Academic Conferences 2503637, International Institute of Social and Economic Sciences.
- Nidhi Aggarwal, 2015. "Limits to arbitrage: The case of single stock futures and spot prices," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2015-010, Indira Gandhi Institute of Development Research, Mumbai, India.
- Rohini Grover, 2015. "The informational role of algorithmic traders in the option market," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2015-012, Indira Gandhi Institute of Development Research, Mumbai, India.