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Report NEP-MST-2020-02-24
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:
- Marc van Kralingen & Diego Garlaschelli & Karolina Scholtus & Iman van Lelyveld, 2020, "Crowded trades, market clustering, and price instability," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-007/II, Feb.
- Takatoshi Ito & Kenta Yamada & Misako Takayasu & Hideki Takayasu, 2020, "Execution Risk and Arbitrage Opportunities in the Foreign Exchange Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 26706, Jan.
- Tobias Adrian & Nina Boyarchenko & Or Shachar, 2017, "Dealer Balance Sheets and Corporate Bond Liquidity Provision," Liberty Street Economics, Federal Reserve Bank of New York, number 20170524, May.