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Report NEP-MST-2020-01-06
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:
- Michael Benzaquen & J.-P. Bouchaud, 2018, "Market impact with multi-timescale liquidity," Post-Print, HAL, number hal-02323248, Apr, DOI: 10.1080/14697688.2018.1444279.
- Garbero, Alessandra & Chichaibelu, Bezawit Beyene, 2019, "Estimating resilience outcomes in an impact assessment framework with high-frequency data," 2019 Sixth International Conference, September 23-26, 2019, Abuja, Nigeria, African Association of Agricultural Economists (AAAE), number 295865, Sep, DOI: 10.22004/ag.econ.295865.