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Report NEP-MST-2019-06-10
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:
- Makarov, Igor & Schoar, Antoinette, 2020, "Trading and arbitrage in cryptocurrency markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 100409, Feb.
- Ishita Chakraborty & Minkyung Kim & K. Sudhir, 2019, "Attribute Sentiment Scoring With Online Text Reviews : Accounting for Language Structure and Attribute Self-Selection," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2176, May.
- Makoto Nirei & John Stachurski & Tsutomu Watanabe, 2018, "Trade Clustering and Power Laws in Financial Markets (Published in Theoretical Economics, 15:1365?1398, 2020)," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-450, Nov.
- Evangelos Benos & Wenqian Huang & Albert Menkveld & Michalis Vasios, 2019, "The cost of clearing fragmentation," Bank of England working papers, Bank of England, number 800, May.