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Report NEP-MST-2016-06-04
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:
- Item repec:bof:bofrdp:2015_004 is not listed on IDEAS anymore
- Joseph, Kishore & Garcia, Philip, , "Intraday Market Effects in Electronic Soybean Futures Market during Non-Trading and Trading Hour Announcements," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235772, DOI: 10.22004/ag.econ.235772.
- Xiaohong Chen & Oliver Linton & Stefan Schneeberger, 2016, "Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1620, Mar.
- Leano,Miguel & Pedraza Morales,Alvaro Enrique, 2016, "Informed trading in business groups, ownership concentration, and market liquidity," Policy Research Working Paper Series, The World Bank, number 7688, May.
- Janzen, Joseph P. & Adjemian, Michael K., 2016, "Estimating the Location of World Wheat Price Determination," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235838, DOI: 10.22004/ag.econ.235838.
- Bolotova, Yuliya V., 2016, "Price Discovery and Price Transparency in the U.S. Cheese Industry," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235529, May, DOI: 10.22004/ag.econ.235529.
- Ye, Shiyu & Karali, Berna, , "Estimating relative price impact: The case of Brent and WTI," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235728, DOI: 10.22004/ag.econ.235728.