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Report NEP-MST-2012-12-22
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:
- Durand, Philippe & Gündüz, Yalin & Thomazeau, Isabelle, 2012, "Estimating endogenous liquidity using transaction and order book information," Discussion Papers, Deutsche Bundesbank, number 34/2012.
- Raphael A. Auer & Raphael S. Schoenle, 2012, "Market Structure and Exchange Rate Pass-Through," Working Papers, Swiss National Bank, number 2012-14.
- Bruce I. Carlin & Francis A. Longstaff & Kyle Matoba, 2012, "Disagreement and Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 18619, Dec.