Printed from https://ideas.repec.org/n/nep-mst/2016-02-12.html
Report NEP-MST-2016-02-12
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:
- Hai-Chuan Xu & Wei Chen & Xiong Xiong & Wei Zhang & Wei-Xing Zhou & H Eugene Stanley, 2016. "Limit-order book resiliency after effective market orders: Spread, depth and intensity," Papers 1602.00731, arXiv.org, revised Feb 2017.
- Ravi Kashyap, 2016. "A Tale of Two Consequences: Intended and Unintended Outcomes of the Japan TOPIX Tick Size Changes," Papers 1602.00839, arXiv.org, revised Jul 2019.
- Albert Menkveld & Marius Andrei Zoican, 2016. "Need for Speed? Exchange Latency and Liquidity," Working Papers hal-01253615, HAL.
- Nathalie Oriol & Alexandra Rufini & Dominique Torre, 2016. "Should dark PoolS be banned from regulated exchangeS?," Working Papers halshs-01254447, HAL.
- Chambers, MJ, 2016. "The Estimation of Continuous Time Models with Mixed Frequency Data," Economics Discussion Papers 15988, University of Essex, Department of Economics.