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Report NEP-MST-2017-12-11
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:
- Simon Clinet & Yoann Potiron, 2017, "Estimation for high-frequency data under parametric market microstructure noise," Papers, arXiv.org, number 1712.01479, Dec, revised Sep 2020.
- Kentaro Iwatsubo & Clinton Watkins & Tao Xu, 2017, "Intraday Seasonality in Efficiency, Liquidity, Volatility and Volume: Platinum and Gold Futures in Tokyo and New York," Discussion Papers, Graduate School of Economics, Kobe University, number 1722, Nov.
- Schürhoff, Norman & Hendershott, Terrence & Livdan, Dmitry & Li, Dan, 2017, "Relationship Trading in OTC Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12472, Nov.
- Andrea Barbon & Marco Di Maggio & Francesco Franzoni & Augustin Landier, 2017, "Brokers and Order Flow Leakage: Evidence from Fire Sales," NBER Working Papers, National Bureau of Economic Research, Inc, number 24089, Nov.