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Report NEP-MST-2019-10-21
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:
- Yves Rannou, 2019, "Limit order books, uninformed traders and commodity derivatives: Insights from the European carbon futures," Post-Print, HAL, number hal-02311467, Sep, DOI: 10.1016/j.econmod.2019.07.009.
- Franzoni, Francesco & Di Maggio, Marco & Egan, Mark, 2019, "The Value of Intermediation in the Stock Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13936, Aug.
- Anirban Chakraborti & Hrishidev & Kiran Sharma & Hirdesh K. Pharasi, 2019, "Phase separation and scaling in correlation structures of financial markets," Papers, arXiv.org, number 1910.06242, Oct, revised Jul 2020.