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Report NEP-MST-2017-01-01
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:
- Benes, Evangelos & Brugler, James & Hjalmarsson, Erik & Zikes, Filip, 2016, "Interactions among High-Frequency Traders," Working Papers in Economics, University of Gothenburg, Department of Economics, number 680, Dec.
- Nava, Noemi & Di Matteo, Tiziana & Aste, Tomaso, 2016, "Time-dependent scaling patterns in high frequency financial data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 68645, Oct.
- Linlin Ye, 2016, "Understanding the Impacts of Dark Pools on Price Discovery," Papers, arXiv.org, number 1612.08486, Dec.
- Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2016, "Private Information in Over-the-Counter Markets," Working Paper, Federal Reserve Bank of Richmond, number 16-16, Dec.
- Tobias Adrian & Nina Boyarchenko & Or Shachar, 2016, "Dealer balance sheets and bond liquidity provision," Staff Reports, Federal Reserve Bank of New York, number 803, Dec.