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Report NEP-MST-2016-03-23
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:
- Ravi Kashyap, 2016, "David vs Goliath (You against the Markets), A Dynamic Programming Approach to Separate the Impact and Timing of Trading Costs," Papers, arXiv.org, number 1603.00984, Mar, revised Apr 2021.
- Christophe Michel & Victor Reutenauer & Denis Talay & Etienne Tanré, 2016, "Liquidity costs: a new numerical methodology and an empirical study," Post-Print, HAL, number hal-01098096, DOI: 10.1080/1350486X.2016.1164608.
- Nicholas Barberis & Robin Greenwood & Lawrence Jin & Andrei Shleifer, 2016, "Extrapolation and Bubbles," NBER Working Papers, National Bureau of Economic Research, Inc, number 21944, Jan.
- David S. Bates, 2016, "How Crashes Develop: Intradaily Volatility and Crash Evolution," NBER Working Papers, National Bureau of Economic Research, Inc, number 22028, Feb.
- Pablo Kurlat, 2016, "The Social Value of Financial Expertise," NBER Working Papers, National Bureau of Economic Research, Inc, number 22047, Feb.