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Report NEP-MST-2020-08-17
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:
- Degryse, Hans & Karagiannis, Nikolaos, 2019, "Priority Rules," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14127, Nov.
- David Marcos, 2020, "Transaction Costs in Execution Trading," Papers, arXiv.org, number 2007.07998, Jul.
- Nicola Fusari & Wei Li & Haoyang Liu & Zhaogang Song, 2020, "Asset Pricing with Cohort-Based Trading in MBS Markets," Staff Reports, Federal Reserve Bank of New York, number 931, Jul.
- Jean-Sébastien Fontaine & Hayden Ford & Adrian Walton, 2020, "COVID-19 and bond market liquidity: alert, isolation and recovery," Staff Analytical Notes, Bank of Canada, number 2020-14, Jul, DOI: 10.34989/san-2020-14.
- Timmermann, Allan & Pettenuzzo, Davide & Sabbatucci, Riccardo, 2019, "Cash Flow News and Stock Price Dynamics," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14117, Nov.