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Report NEP-MST-2019-03-25
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:
- Baron Law & Frederi Viens, 2019, "Market Making under a Weakly Consistent Limit Order Book Model," Papers, arXiv.org, number 1903.07222, Mar, revised Jan 2020.
- Item repec:spo:wpmain:info:hdl:2441/5hem762p8r8ujpo0bt0aihhnsl is not listed on IDEAS anymore
- Zijian Wang, 2019, "Trading Motives in Asset Markets," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 20191.
- Xin Guo & Charles-Albert Lehalle & Renyuan Xu, 2019, "Transaction Cost Analytics for Corporate Bonds," Papers, arXiv.org, number 1903.09140, Mar, revised Dec 2021.
- Leopoldo Catania & Roberto Di Mari & Paolo Santucci de Magistris, 2019, "Dynamic discrete mixtures for high frequency prices," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 19/05, May.
- Eduardo Dávila & Cecilia Parlatore, 2019, "Trading Costs and Informational Efficiency," NBER Working Papers, National Bureau of Economic Research, Inc, number 25662, Mar.
- Mark Paddrik & Stathis Tompaidis, 2019, "Market-Making Costs and Liquidity: Evidence from CDS Markets," Working Papers, Office of Financial Research, US Department of the Treasury, number 19-01, Mar.
- Martin D. D. Evans & Dagfinn Rime, 2019, "Microstructure of Foreign Exchange Markets," Working Papers, Georgetown University, Department of Economics, number gueconwpa~19-19-01, Mar.
- Alasdair Brown & James Reade & Leighton Vaughan Williams, 2018, "Prediction Markets and Poll Releases: When Are Prices Most Informative?," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2018-02, Mar.