Printed from https://ideas.repec.org/n/nep-mst/2017-04-16.html
Report NEP-MST-2017-04-16
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:
- Cebirogly, Gökhan & Hautsch, Nikolaus & Horst, Ulrich, 2017. "Order Exposure and Liquidity Coordination: Does Hidden Liquidity Harm Price Efficiency?," Rationality and Competition Discussion Paper Series 28, CRC TRR 190 Rationality and Competition.
- Tetsuya Takaishi & Toshiaki Watanabe, 2017. "Analysis of Realized Volatility for Nikkei Stock Average on the Tokyo Stock Exchange," Papers 1703.09386, arXiv.org.
- Carlos Castro & Diego Agudelo & Sergio Preciado, 2017. "Measuring the effectiveness of volatility call auctions," Documentos de Trabajo 15498, Universidad del Rosario.