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Report NEP-MST-2020-07-27
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:
- Alain P. Chaboud & Erik Hjalmarsson & Filip Zikes, 2020, "The Evolution of Price Discovery in an Electronic Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-051, Jun, DOI: 10.17016/FEDS.2020.051.
- d'Artis Kancs & Pavel Ciaian & Miroslava Rajcaniova, 2019, "The Price of BitCoin: GARCH Evidence from High Frequency Data," JRC Research Reports, Joint Research Centre, number JRC115098, Feb.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2020, "Inside the Mind of a Stock Market Crash," CESifo Working Paper Series, CESifo, number 8334.
- Katerina Sherstyuk & Krit Phankitnirundorn & Michael J. Roberts, 2020, "Randomized Double Auctions: Gains from Trade, Trader Roles, and Price Discovery," Working Papers, University of Hawaii at Manoa, Department of Economics, number 202018, Jul.