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Report NEP-MST-2019-12-02
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:
- Ekaterina Serikova, 2019, "The Role of Daytime Stock Auctions in Intraday Return Seasonality," Working Papers on Finance, University of St. Gallen, School of Finance, number 1914, Jul.
- Francis Breedon & Louisa Chen & Angelo Ranaldo & Nicholas Vause, 2019, "Judgment Day: Algorithmic Trading Around The Swiss Franc Cap Removal," Working Papers on Finance, University of St. Gallen, School of Finance, number 1912, Jul.
- de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2019, "OTC discount," Discussion Papers, Deutsche Bundesbank, number 42/2019.
- Kruger, Samuel, 2018, "Disagreement and Liquidity," SocArXiv, Center for Open Science, number mfx6w, Dec, DOI: 10.31219/osf.io/mfx6w.