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Report NEP-MST-2019-06-24
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:
- Marco Di Maggio & Francesco A. Franzoni & Massimo Massa & Roberto Tubaldi, 2019, "Strategic Trading As a Response to Short Sellers," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-23, Apr, revised May 2019.
- Breckenfelder, Johannes, 2019, "Competition among high-frequency traders, and market quality," Working Paper Series, European Central Bank, number 2290, Jun.
- Kondor, Peter & Pinter, Gabor, 2019, "Private information and client connections in government bond markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 100931, Jan.
- Zhang, Chris H. & Frijns, Bart, 2019, "Noise trading and informational efficiency," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 198037.
- Piotr Orłowski & Paul Schneider & Fabio Trojani, 2019, "On the Nature of Jump Risk Premia," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-31, Jun, revised Jun 2019.
- Jozef Barunik & Cathy Yi-Hsuan Chen & Jan Vecer, 2019, "Sentiment-Driven Stochastic Volatility Model: A High-Frequency Textual Tool for Economists," Papers, arXiv.org, number 1906.00059, May.