Printed from https://ideas.repec.org/n/nep-mst/2017-03-12.html
Report NEP-MST-2017-03-12
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:
- Anastasios Demertzidis & Vahidin Jeleskovic, 2016, "Empirical Estimation of Intraday Yield Curves on the Italian Interbank Credit Market e-MID," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201649.
- Collin-Dufresne, Pierre & Back, Kerry E. & Fos, Vyacheslav & Li, Tao & Ljungqvist, Alexander, 2017, "Activism, Strategic Trading, and Liquidity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11843, Feb.
- Joel Hasbrouck & Richard M. Levich, 2017, "FX Market Metrics: New Findings Based on CLS Bank Settlement Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 23206, Mar.
- Hoffmann, Peter & Colliard, Jean-Edouard, 2017, "Financial transaction taxes, market composition, and liquidity," Working Paper Series, European Central Bank, number 2030, Feb.
- Alejandro Vargas Sánchez & Cristian Bruno Ayllón Calderón, , "Anomalías de mercado y precios de oferta y demanda en títulos de renta fija," Investigación & Desarrollo, Universidad Privada Boliviana, number 0415.
- Yin-Wong Cheung & Rasmus Fatum & Yohei Yamamoto, 2017, "The Exchange Rate Effects of Macro News after the Global Financial Crisis," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 305, Feb, DOI: 10.24149/gwp305.