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Report NEP-MST-2020-06-22
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:
- Sudhanshu Pani, 2020, "A Theory of 'Auction as a Search' in speculative markets," Papers, arXiv.org, number 2006.00775, Jun.
- Corey Garriot & Ryan Riordan, 2020, "Trading on Long-term Information," Staff Working Papers, Bank of Canada, number 20-20, Jun, DOI: 10.34989/swp-2020-20.
- Ehrmann, Michael & Jansen, David-Jan, 2020, "Stock Return Comovement when Investors are Distracted: More, and More Homogeneous," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14713, May.
- Toni Ahnert & Caio Machado & Ana Elisa Pereira, 2020, "Trading for Bailouts," Staff Working Papers, Bank of Canada, number 20-23, Jun, DOI: 10.34989/swp-2020-23.
- Chen, Daniel & Duffie, Darrell, 2020, "Market Fragmentation," Research Papers, Stanford University, Graduate School of Business, number 3854, Feb.
- Junyi Li & Xitong Wang & Yaoyang Lin & Arunesh Sinha & Micheal P. Wellman, 2020, "Generating Realistic Stock Market Order Streams," Papers, arXiv.org, number 2006.04212, Jun.
- Hugues Dastarac, 2020, "Market Making and Proprietary Trading in the US Corporate Bond Market," Working papers, Banque de France, number 754.