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Report NEP-MST-2016-04-30
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:
- Carol Osler & Geir Bjonnes & Neophytos Kathitziotis, 2016, "Bid-Ask Spreads in OTC Markets," Working Papers, Brandeis University, Department of Economics and International Business School, number 102, Mar.
- Worapree Maneesoonthorn & Catherine S. Forbes & Gael M. Martin, 2016, "Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/16.
- Dumitru, Ana-Maria & Urga, Giovanni, 2016, "Jumps and Information Asymmetry in the US Treasury Market," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 130148.
- Alasdair Brown & Dooruj Rambaccussing & James Reade & Giambattista Rossi, 2016, "Using Social Media to Identify Market Inefficiencies: Evidence from Twitter and Betfair," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2016-01, Apr.
- Fei, Chengcheng & Gao, Chen & Hardin, Erin M. & Dharmasena, Senarath, 2016, "Application of Demand Analysis Framework to Understand the Price and Volume Movements of Exchange Traded Funds (ETFs)," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas, Southern Agricultural Economics Association, number 229798, DOI: 10.22004/ag.econ.229798.