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Report NEP-MST-2016-11-27
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:
- Wen-Jie Xie & Ming-Xia Li & Hai-Chuan Xu & Wei Chen & Wei-Xing Zhou & H. E. Stanley, 2016, "Quantifying immediate price impact of trades based on the $k$-shell decomposition of stock trading networks," Papers, arXiv.org, number 1611.06666, Nov, revised Dec 2016.
- Venky Venkateswaran & Ariel Zetlin-Jones & Ali Shourideh & Benjamin Lester, 2016, "Adverse Selection, Search Frictions and Liquidity in Financial Markets," 2016 Meeting Papers, Society for Economic Dynamics, number 1438.
- Takatoshi Ito & Masahiro Yamada, 2016, "Puzzles in the Forex Tokyo “Fixing”: Order Imbalances and Biased Pricing by Banks," NBER Working Papers, National Bureau of Economic Research, Inc, number 22820, Nov.
- David Goldbaum, 2016, "Divergent behavior in markets with idiosyncratic private information," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 34, Feb.
- Vijay Bhasin & Rebel A. Cole & Joseph K. Kiely, , "Changes in REIT Liquidity 1990-94: Evidence from Intra-day Transactions," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 1996-22, revised 10 Dec 2019.
- Vygintas Gontis, 2016, "Interplay between endogenous and exogenous fluctuations in financial markets," Papers, arXiv.org, number 1611.06407, Nov.