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Report NEP-MST-2020-04-27
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:
- C Castro & M Romero & S VÔøΩlez, 2020, "Empirical evidence of jump behaviour in the Colombian intraday bond market," Documentos de Trabajo, Universidad del Rosario, number 18098, Apr.
- Kapar, Burcu & Iori, Giulia & Gabbi, Giampaolo & Germano, Guido, 2020, "Market microstructure, banks' behaviour and interbank spreads: evidence after the crisis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 100467, Jan.