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Report NEP-MST-2019-04-01
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:
- Tristan Roger & Wael Bousselmi & Patrick Roger & Marc Willinger, 2018. "Another law of small numbers: patterns of trading prices in experimental markets," CEE-M Working Papers hal-01954921, CEE-M, Universtiy of Montpellier, CNRS, INRA, Montpellier SupAgro.
- Vladislav Gennadievich Malyshkin, 2019. "Market Dynamics: On Directional Information Derived From (Time, Execution Price, Shares Traded) Transaction Sequences," Papers 1903.11530, arXiv.org, revised May 2019.
- Notheisen, Benedikt & Marino, Vincenzo & Englert, Daniel & Weinhardt, Christof, 2019. "Trading stocks on blocks: The quality of decentralized markets," Working Paper Series in Economics 129, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Galanis, S. & Kotronis, S., 2019. "Updating Awareness and Information Aggregation," Working Papers 19/03, Department of Economics, City University London.