Report NEP-MST-2018-12-03

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:

• Grimstvedt Meling, Tom, 2017. "Tick sizes in illiquid order books," Working Papers in Economics 6/17, University of Bergen, Department of Economics.
• Grimstvedt Meling, Tom & Ødegård, Bernt Arne, 2017. "Tick Size Wars, High Frequency Trading, and Market Quality," Working Papers in Economics 5/17, University of Bergen, Department of Economics.
• Grimstvedt Meling, Tom, 2017. "Anonymous trading in equities," Working Papers in Economics 7/17, University of Bergen, Department of Economics.
• Panayi, Efstathios & Peters, Gareth W. & Danielsson, Jon & Zigrandd, Jean-Pierre, 2018. "Designating market maker behaviour in limit order book markets," LSE Research Online Documents on Economics 90424, London School of Economics and Political Science, LSE Library.
• Andreas Karpf & Antoine Mandel & Stefano Battiston, 2018. "Price and network dynamics in the European carbon market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01905985, HAL.
• Yui Mukoyama & Naoya Kikuta & Kazuaki Washimi, 2018. "Investment Patterns of Japanese Retail Investors in Foreign Exchange Margin Trading," Bank of Japan Review Series 18-E-3, Bank of Japan.
• Hai-Chuan Xu & Wei-Xing Zhou, 2018. "Modeling aggressive market order placements with Hawkes factor models," Papers 1811.08076, arXiv.org.