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4 documents matched the search for the 2016-07-09 issue of the NEP report on Market Microstructure (nep-mst).
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1. Spread, volatility, and volume relationship in financial markets and market making profit optimization
   Jack Sarkissian
   from arXiv.org (2016)
   Created/Revised: 2016-06-01 Added/Modified: 2016-06-24
2. A multilayer approach for price dynamics in financial markets
   Alessio Emanuele Biondo, Alessandro Pluchino and Andrea Rapisarda
   from arXiv.org (2016)
   Created/Revised: 2016-06-01 Added/Modified: 2016-06-30
3. Limit order trading with a mean reverting reference price
   Saran Ahuja, George Papanicolaou, Weiluo Ren and Tzu-Wei Yang
   from arXiv.org (2016)
   Created/Revised: 2016-11-01 Added/Modified: 2016-07-05
4. Mixed-frequency multivariate GARCH
   Geert Dhaene and Jianbin Wu
   from KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven (2016)
   Created/Revised: 2016-06-01 Added/Modified: 2016-06-27

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Documents 1 to 4, page 1 of 1. 4 documents matched the search for the 2016-07-09 issue of the NEP report on Market Microstructure (nep-mst).
Documents 1 to 4, page 1 of 1. Number of results per page 20 30 50 100 200 500 1000