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Report NEP-MST-2018-06-25
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:
- Lee, Charles M. C. Lee & Zhu, Christina, 2017, "Mutual Fund Response to Earnings News: Evidence from Trade-Level Data," Research Papers, Stanford University, Graduate School of Business, number repec:ecl:stabus:3606, Oct.
- Benjamin Lester & Ali Shourideh & Venky Venkateswaran & Ariel Zetlin-Jones, 2018, "Market-making with Search and Information Frictions," NBER Working Papers, National Bureau of Economic Research, Inc, number 24648, May.
- Lise Arena & Nathalie Oriol & Iryna Veryzhenko, 2018, "Too Fast, Too Furious? Algorithmic Trading and Financial Instability
[“Too Fast, Too Furious” ? Trading algorithmique et instabilité des marchés financiers]," Post-Print, HAL, number halshs-01789636, DOI: 10.3917/sim.182.0081. - Baller, Stefanie, 2017, "Risk taking in the market of speculative exchange-traded retail products: Do socio-economic factors matter?," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe, University of Passau, Faculty of Business and Economics, number B-27-17.