Printed from https://ideas.repec.org/n/nep-mst/2018-05-07.html
Report NEP-MST-2018-05-07
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:
- Kenji Hatakenaka, 2018, "Relationship between tick size reduction and price information of open limit order book," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 18-13, May.
- Kacperczyk, Marcin & Pagnotta, Emiliano, 2018, "Chasing Private Information," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12871, Apr.
- Johannes Bock, 2018, "Quantifying macroeconomic expectations in stock markets using Google Trends," Papers, arXiv.org, number 1805.00268, May.
- Steven Devaney & Nicola Livingstone & Pat McAllister & Anupam Nanda, 2017, "The price impact of liquidity in international office markets," ERES, European Real Estate Society (ERES), number eres2017_174, Jul.