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Report NEP-MST-2017-07-23
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:
- Taiga Saito & Takanori Adachi & Teruo Nakatsuma & Akihiko Takahashi & Hiroshi Tsuda & Naoyuki Yoshino, 2017, "Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment--Empirical Study in the Japanese Stock Market--," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1052, Jun.
- Tobias Braun & Jonas A. Fiegen & Daniel C. Wagner & Sebastian M. Krause & Thomas Guhr, 2017, "Impact and Recovery Process of Mini Flash Crashes: An Empirical Study," Papers, arXiv.org, number 1707.05580, Jul.
- Yuliya Baranova & Zijun Liu & Tamarah Shakir, 2017, "Staff Working Paper No. 665: Dealer intermediation, market liquidity and the impact of regulatory reform," Bank of England working papers, Bank of England, number 665, Jul.