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Report NEP-MST-2015-10-17
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:
- Derek G. Stacey, 2015. "Posted Prices, Search and Bargaining," Working Papers 059, Toronto Metropolitan University, Department of Economics, revised May 2019.
- Krauss, Christopher & Herrmann, Klaus & Teis, Stefan, 2015. "On the power and size properties of cointegration tests in the light of high-frequency stylized facts," FAU Discussion Papers in Economics 11/2015, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
- Shanshan Wang & Rudi Schafer & Thomas Guhr, 2015. "Price response in correlated financial markets: empirical results," Papers 1510.03205, arXiv.org, revised Mar 2016.