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Report NEP-MST-2018-01-22
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:
- Gloria Gonzalez-Rivera & Wei Lin, 2017, "Extreme Returns and Intensity of Trading," Working Papers, University of California at Riverside, Department of Economics, number 201801, Dec.
- Linton, O. & Mahmoodzadeh, S., 2018, "Implications of High-Frequency Trading for Security Markets," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1802, Jan.
- Lisa Anderson & Emad Andrews & Baiju Devani & Michael Mueller & Adrian Walton, 2018, "Speed Segmentation on Exchanges: Competition for Slow Flow," Staff Working Papers, Bank of Canada, number 18-3, DOI: 10.34989/swp-2018-3.
- Kinda Hachem & Ana Babus, 2017, "Trading Financial Innovation," 2017 Meeting Papers, Society for Economic Dynamics, number 1212.