Printed from https://ideas.repec.org/n/nep-mst/2017-06-25.html
Report NEP-MST-2017-06-25
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:
- Alexis Stenfors & Masayuki Susai, 2017, "Liquidity Withdrawal in the FX Spot Market: A Cross-Country Study Using High-Frequency Data," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2017-06, Jun.
- Item repec:bof:bofrdp:2013_010 is not listed on IDEAS anymore
- Mateusz Wilinski & Yuichi Ikeda & Hideaki Aoyama, 2017, "Complex Correlation Approach for High Frequency Financial Data," Papers, arXiv.org, number 1706.06355, Jun, revised Nov 2017.
- Efraim Benmelech & Nittai K. Bergman, 2017, "Credit Market Freezes," NBER Working Papers, National Bureau of Economic Research, Inc, number 23512, Jun.
- Marco Di Maggio & Francesco Franzoni & Amir Kermani & Carlo Sommavilla, 2017, "The Relevance of Broker Networks for Information Diffusion in the Stock Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 23522, Jun.