Printed from https://ideas.repec.org/n/nep-mst/2019-10-14.html
Report NEP-MST-2019-10-14
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:
- Item repec:rza:wpaper:770 is not listed on IDEAS anymore
- Ravi Kashyap, 2019, "Concepts, Components and Collections of Trading Strategies and Market Color," Papers, arXiv.org, number 1910.02144, Sep, revised Jan 2020.
- Ravi Jagannathan, 2019, "On Frequent Batch Auctions for Stocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 26341, Oct.
- Degiannakis, Stavros, 2018, "Multiple Days Ahead Realized Volatility Forecasting: Single, Combined and Average Forecasts," MPRA Paper, University Library of Munich, Germany, number 96272.
- Mariana Khapko & Marius Zoican, 2019, "Do speed bumps curb low-latency trading? Evidence from a laboratory market," Papers, arXiv.org, number 1910.03068, Oct.
- Martin Baumgaertner & Jens Klose, 2019, "Cash is King - Effects of ECB's Conventional and Unconventional Measures," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201923.
- Levit, Doron & Malenko, Nadya & Maug, Ernst, 2022, "Trading and shareholder democracy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14039, Apr.