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Report NEP-MST-2016-10-02
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:
- Bellia, Mario & Pelizzon, Loriana & Subrahmanyam, Marti G. & Uno, Jun & Yuferova, Darya, 2017, "Low-latency trading and price discovery: Evidence from the Tokyo Stock Exchange in the pre-opening and opening periods," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 144, revised 2017, DOI: 10.2139/ssrn.2841242.
- Valenzuela, Marcela & Zer, Ilknur & Fryzlewicz, Piotr & Rheinlander, Thorsten, 2015, "Relative liquidity and future volatility," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 62181.
- Duffie, Darrell & Zhu, Haoxiang, 2016, "Size Discovery," Research Papers, Stanford University, Graduate School of Business, number 3345, Jul.
- Tommasino, Pietro & Cappelletti, Giuseppe & Guazzarotti, Giovanni, 2016, "The stock market effects of a securities transaction tax: quasi-experimental evidence from Italy," Working Paper Series, European Central Bank, number 1949, Aug.
- Francesco Cerigioni, 2016, "Dual Decision Processes and Noise Trading," Working Papers, Barcelona School of Economics, number 925, Sep.
- Vanasco, Victoria, 2016, "The Downside of Asset Screening for Market Liquidity," Research Papers, Stanford University, Graduate School of Business, number 3424, Apr.
- Veldkamp, Laura & Boyarchenko, Nina & Lucca, David, 2016, "Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11518, Sep.