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Report NEP-MST-2019-10-07
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:
- Peter Kondor & Gabor Pinter, 2019, "Private Information and Client Connections in Government Bond Markets," 2019 Meeting Papers, Society for Economic Dynamics, number 126.
- Carlo Campajola & Fabrizio Lillo & Daniele Tantari, 2019, "Unveiling the relation between herding and liquidity with trader lead-lag networks," Papers, arXiv.org, number 1909.10807, Sep, revised Mar 2020.
- Torben G. Andersen & Martin Thyrsgaard & Viktor Todorov, 2019, "Cross-Sectional Dispersion of Risk in Trading Time," NBER Working Papers, National Bureau of Economic Research, Inc, number 26329, Sep.
- Angerer, Martin & Neugebauer, Tibor & Shachat, Jason, 2019, "Arbitrage bots in experimental asset markets," MPRA Paper, University Library of Munich, Germany, number 96224, Jun.
- Meraj Allahrakha & Jill Cetina & Benjamin Munyan & Sumudu Watugala, 2019, "The Effects of the Volcker Rule on Corporate Bond Trading: Evidence from the Underwriting Exemption," Working Papers, Office of Financial Research, US Department of the Treasury, number 19-02, Aug.
- Vasilios Mavroudis & Hayden Melton, 2019, "Libra: Fair Order-Matching for Electronic Financial Exchanges," Papers, arXiv.org, number 1910.00321, Oct.