Report NEP-MST-2015-08-19

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:

• Edouard Challe & Edouard Chrétien, 2015. "Market Microstructure, Information Aggregation And Equilibrium Uniqueness In A Global Game," Working Papers hal-01180058, HAL.
• Narayan, Paresh Kumar & Mishra, Sagarika & Thuraisamy, Kannan, 2015. "Is exchange rate trading profitable?," Working Papers fe_2015_09, Deakin University, Department of Economics.
• Aurélien Alfonsi & José Infante Acevedo, 2014. "Optimal execution and price manipulations in time-varying limit order books," Post-Print hal-00687193, HAL.
• Wei Wei & Denis Pelletier, 2015. "A Jump-Diffusion Model with Stochastic Volatility and Durations," CREATES Research Papers 2015-34, Department of Economics and Business Economics, Aarhus University.
• Item repec:hal:wpaper:hal-01098096 is not listed on IDEAS anymore

• Item repec:hal:wpaper:hal-01121711 is not listed on IDEAS anymore

• B Bouchard & G Loeper & Y Zou, 2015. "Almost-sure hedging with permanent price impact," Working Papers hal-01133223, HAL.