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Report NEP-MST-2018-06-11
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:
- Hou, Kewei & Kim, Sehoon & Werner, Ingrid M., 2016, "(Priced) Frictions," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2016-19, Nov.
- Panayides, Marios A. & Rindi, Barbara & Werner, Ingrid M., 2017, "Trading Fees and Intermarket Competition," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2017-03, Jan.
- Anderson, Mike & Stulz, Rene M., 2017, "Is Post-crisis Bond Liquidity Lower?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2017-09, Mar.
- Jacopo Staccioli & Mauro Napoletano, 2018, "An agent-based model of intra-day financial markets dynamics," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2018/12, Jun.
- James Paulin & Anisoara Calinescu & Michael Wooldridge, 2018, "Understanding Flash Crash Contagion and Systemic Risk: A Micro-Macro Agent-Based Approach," Papers, arXiv.org, number 1805.08454, May.
- Rehse, Dominik & Riordan, Ryan & Rottke, Nico & Zietz, Joachim, 2018, "The effects of uncertainty on market liquidity: Evidence from Hurricane Sandy," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 18-024.
- Guglielmo Maria Caporale & Alex Plastun, 2018, "On the Frequency of Price Overreactions," CESifo Working Paper Series, CESifo, number 7011.