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Report NEP-MST-2019-04-29
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:
- Dötz, Niko & Weth, Mark, 2019, "Redemptions and asset liquidations in corporate bond funds," Discussion Papers, Deutsche Bundesbank, number 11/2019.
- Johannes Ruf & Kangjianan Xie, 2019, "The impact of proportional transaction costs on systematically generated portfolios," Papers, arXiv.org, number 1904.08925, Apr.