Report NEP-MST-2015-11-01

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:

• Kei Kawakami, 2014. "Excessive Dynamic Trading: Propagation of Belief Shocks in Small Markets," Department of Economics - Working Papers Series 1188, The University of Melbourne.
• Yi-Fang Liu & Wei Zhang & Chao Xu & Jørgen Vitting Andersen & Hai-Chuan Xu, 2014. "Impact of information cost and switching of trading strategies in an artificial stock market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01215947, HAL.
• Poeppe, T. & Aitken, M. & Schiereck, D. & Wiegand, I., 2016. "A PIN per Day Shows What News Convey – Price-Sensitive Announcements and the Intraday Probability of Informed Trading," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 76078, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Haoxiang Zhu & Bart Yueshen & Albert Menkveld, 2015. "Shades of Darkness: A Pecking Order of Trading Venues," 2015 Meeting Papers 1164, Society for Economic Dynamics.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
• Antonio Guarino & Andreas Uthemann & Marco Cipriani, 2015. "Financial Transaction Taxes anf the Informational Efficiency of Financial Markets: A Structural Estimation," 2015 Meeting Papers 1165, Society for Economic Dynamics.
• Gregor Jarosch & Maryam Farboodi, 2015. "Who is at the Core of Financial Networks? The Role of Meeting Technologies," 2015 Meeting Papers 1102, Society for Economic Dynamics.
• Michele Bonollo & Irene Crimaldi & Andrea Flori & Laura Gianfagna & Fabio Pammolli, 2015. "Assessing financial distress dependencies in OTC markets: a new approach by Trade Repositories data," Working Papers 10/2015, IMT School for Advanced Studies Lucca, revised Oct 2015.
• Rawley Heimer & David Simon, 2015. "Facebook Finance: How Social Interaction Propagates Active Investing," Working Papers (Old Series) 1522, Federal Reserve Bank of Cleveland.
• Bosman, Ronald & Kräussl, Roman & Mirgorodskaya, Elizaveta, 2015. "The "tone effect" of news on investor beliefs: An experimental approach," CFS Working Paper Series 522, Center for Financial Studies (CFS).