Report NEP-MST-2015-06-27

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.

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Other reports in NEP-MST

The following items were announced in this report:

• Robert P. Bartlett, III & Justin McCrary, 2015. "Dark Trading at the Midpoint: Pricing Rules, Order Flow, and High Frequency Liquidity Provision," NBER Working Papers 21286, National Bureau of Economic Research, Inc.
• Stefan Gissler, 2015. "Slow capital, fast prices: Shocks to funding liquidity and stock price reversals," Finance and Economics Discussion Series 2015-43, Board of Governors of the Federal Reserve System (U.S.).
• Item repec:dau:papers:123456789/15218 is not listed on IDEAS anymore

• Wagner, Wolf & Stenzel, André, 2015. "Opacity and Liquidity," CEPR Discussion Papers 10665, C.E.P.R. Discussion Papers.
• Paolo Guasoni & Mikl'os R'asonyi, 2015. "Hedging, arbitrage and optimality with superlinear frictions," Papers 1506.05895, arXiv.org.
• Brunekreeft, Gert, 2015. "Empirics of Intraday and Real-time Markets in Europe: The Netherlands," EconStor Research Reports 111268, ZBW - Leibniz Information Centre for Economics.
• Nabe, Christian & Neuhoff, Karsten, 2015. "Intraday- and real time activity of TSOs: Germany," EconStor Research Reports 111265, ZBW - Leibniz Information Centre for Economics.
• Oggioni, Giorgia & Lanfranconi, Cristian, 2015. "Empirics of Intraday and Real-time Markets in Europe: Italy," EconStor Research Reports 111267, ZBW - Leibniz Information Centre for Economics.
• Konstantinidis, Christos & Strbac, Goran, 2015. "Empirics of Intraday and Real-time Markets in Europe: Great Britain," EconStor Research Reports 111266, ZBW - Leibniz Information Centre for Economics.