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Report NEP-MST-2016-07-30
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.
Other reports in NEP-MST
The following items were announced in this report:
- Jakub ROJCEK & Alexandre ZIEGLER, 2015. "High-Frequency Trading in Limit Order Markets: Equilibrium Impact and Regulation," Swiss Finance Institute Research Paper Series 15-23, Swiss Finance Institute, revised Jul 2015.
- Ramazan Gencay & Soheil Mahmoodzadeh & Jakub Rojcek & Michael C Tseng, 2016. "Price Impact of Aggressive Liquidity Provision," Swiss Finance Institute Research Paper Series 16-21, Swiss Finance Institute, revised May 2016.
- Pierre Collin-Dufresne & Vyacheslav Fos & Dmitriy Muravyev, 2015. "Informed Trading and Option Prices: Evidence from Activist Trading," Swiss Finance Institute Research Paper Series 15-55, Swiss Finance Institute, revised Nov 2015.
- Johannes Muhle-Karbe & Kevin Webster, 2015. "Information and Inventories in High-Frequency Trading," Swiss Finance Institute Research Paper Series 15-35, Swiss Finance Institute.