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Report NEP-MST-2020-01-27
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:
- Lin, Zhongguo & Hamill, Philip A. & Li, Youwei & Sun, Zhuowei & Waterworth, James, 2019, "How Did Order-Flow Impact Bond Prices During the European Sovereign Debt Crisis?," MPRA Paper, University Library of Munich, Germany, number 97768, Dec.
- Fabrice Rousseau & Herve Boco & Laurent Germain, 2020, "High Frequency Trading: Strategic Competition Between Slow and Fast Traders," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n296-20.pdf.
- Ingomar Krohn & Vladyslav Sushko, 2020, "FX spot and swap market liquidity spillovers," BIS Working Papers, Bank for International Settlements, number 836, Jan.
- David Rushing Dewhurst & Yi Li & Alexander Bogdan & Jasmine Geng, 2019, "Evolving ab initio trading strategies in heterogeneous environments," Papers, arXiv.org, number 1912.09524, Dec.
- Jean-Sébastien Fontaine & Adrian Walton, 2020, "Contagion in Dealer Networks," Staff Working Papers, Bank of Canada, number 20-1, Jan, DOI: 10.34989/swp-2020-1.