Report NEP-MST-2016-12-11

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:

• V'it Perv{z}ina & Jan M. Swart, 2016. "How much market making does a market need?," Papers 1612.00981, arXiv.org, revised Jun 2018.
• Cenesizoglu, Tolga & Dionne, Georges & Zhou, Xiaozhou, 2016. "Asymmetric Effects of the Limit Order Book on Price Dynamics," Working Papers 16-5, HEC Montreal, Canada Research Chair in Risk Management, revised 09 Nov 2021.
• Janzen, Joseph P. & Adjemian, Michael K., 2016. "Estimating the Location of World Wheat Price Discovery," 2017 Allied Social Sciences Association (ASSA) Annual Meeting, January 6-8, 2017, Chicago, Illinois 250112, Agricultural and Applied Economics Association.
• Acciaio, Beatrice & Larsson, Martin, 2017. "Semi-static completeness and robust pricing by informed investors," LSE Research Online Documents on Economics 68502, London School of Economics and Political Science, LSE Library.
• Kerry Back & Pierre Collin-Dufresne & Vyacheslav Fos & Tao Li & Alexander Ljungqvist, 2016. "Activism, Strategic Trading, and Liquidity," NBER Working Papers 22893, National Bureau of Economic Research, Inc.