Report NEP-MST-2017-07-16

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:

• Biais, Bruno & Declerck, Fany & Moinas, Sophie, 2017. "Who supplies liquidity, how and when?," TSE Working Papers 17-818, Toulouse School of Economics (TSE).
• Petrescu, Monica & Wedow, Michael, 2017. "Dark pools in European equity markets: emergence, competition and implications," Occasional Paper Series 193, European Central Bank.
• Yerkin Kitapbayev & Tim Leung, 2017. "Mean Reversion Trading with Sequential Deadlines and Transaction Costs," Papers 1707.03498, arXiv.org, revised Jan 2018.
• Bielagk, Jana & Horst, Ulrich & Moreno-Bromberg, Santiago, 2017. "Trading under Market Impact," Rationality and Competition Discussion Paper Series 39, CRC TRR 190 Rationality and Competition.
• Voges, Michelle & Leschinski, Christian & Sibbertsen, Philipp, 2017. "Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks," Hannover Economic Papers (HEP) dp-599, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Degiannakis, Stavros, 2016. "The one-trading-day-ahead forecast errors of intra-day realized volatility," MPRA Paper 80163, University Library of Munich, Germany.