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Report NEP-MST-2018-08-20
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:
- Arzandeh, Mehdi & Frank, Julieta, , "Price Discovery in Agricultural Futures Markets: Should We Look Beyond the Best Bid-Ask Spread?," Annual Meeting, 2017, June 18-21, Montreal, Canada, Canadian Agricultural Economics Society, number 259344, DOI: 10.22004/ag.econ.259344.
- Stefan Feuerriegel & Helmut Prendinger, 2018, "News-based trading strategies," Papers, arXiv.org, number 1807.06824, Jul.
- Ying Liu & Sebastian Vogel & Yuan Zhang, 2018, "Electronic Trading in OTC Markets vs. Centralized Exchange," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-19, Mar.
- Terrence Hendershott & Dan Li & Dmitry Livdan & Norman Schürhoff, 2017, "Relationship Trading in OTC Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-30, Dec.
- Jörg Oechssler & Simon Weidenholzer & Jose Apesteguia, 2018, "Copy Trading," Working Papers, Barcelona School of Economics, number 1048, Aug.
- Marcello Rambaldi & Emmanuel Bacry & Jean-Franc{c}ois Muzy, 2018, "Disentangling and quantifying market participant volatility contributions," Papers, arXiv.org, number 1807.07036, Jul.
- Ying Liu, 2018, "Why Do Large Investors Disclose Their Information?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-17, Mar.
- Colliard, Jean-Edouard & Foucault, Thierry & Hoffmann, Peter, 2018, "Inventory Management, Dealers' Connections, and Prices in OTC Markets," HEC Research Papers Series, HEC Paris, number 1286, Jul.