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Report NEP-MST-2018-10-22
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:
- Bansal, Avijit & Jacob, Joshy, 2018, "Impact of Price Path on Disposition Bias," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP 2018-10-01, Oct.
- Philippe Bergault & David Evangelista & Olivier Gu'eant & Douglas Vieira, 2018, "Closed-form approximations in multi-asset market making," Papers, arXiv.org, number 1810.04383, Oct, revised Sep 2022.
- Biais, Bruno & Green, Richard, 2018, "The Microstructure of the Bond Market in the 20th Century," TSE Working Papers, Toulouse School of Economics (TSE), number 18-960, Oct.
- Scott Mixon & Tugkan Tuzun, 2018, "Price Pressure and Price Discovery in the Term Structure of Interest Rates," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-065, Sep, DOI: 10.17016/FEDS.2018.065.
- Philippe Casgrain & Sebastian Jaimungal, 2018, "Mean-Field Games with Differing Beliefs for Algorithmic Trading," Papers, arXiv.org, number 1810.06101, Oct, revised Dec 2019.
- Brice Corgnet & Mark DeSantis & David Porter, 2018, "The Distribution of Information and the Price Efficiency of Markets," Working Papers, Chapman University, Economic Science Institute, number 18-09.
- Tejeda, Hernan A. & Kim, Man-Keun, , "Dynamic Price Relationships and Price Discovery among Cheese Markets," 2018 Annual Meeting, August 5-7, Washington, D.C., Agricultural and Applied Economics Association, number 273798, DOI: 10.22004/ag.econ.273798.