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Report NEP-MST-2019-08-12
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:
- Corsetti, Giancarlo & Lafarguette, Romain & Mehl, Arnaud, 2019, "Fast trading and the virtue of entropy: evidence from the foreign exchange market," Working Paper Series, European Central Bank, number 2300, Jul.
- Michael Brolley & Marius Zoican, 2019, "Liquid Speed: On-Demand Fast Trading at Distributed Exchanges," Papers, arXiv.org, number 1907.10720, Jul.
- Bastien Baldacci & Dylan Possamai & Mathieu Rosenbaum, 2019, "Optimal make take fees in a multi market maker environment," Papers, arXiv.org, number 1907.11053, Jul, revised Mar 2021.
- Bernd Hayo & Kai Henseler & Marc Steffen Rapp & Johannes Zahner, 2020, "Complexity of ECB Communication and Financial Market Trading," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201919.