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Report NEP-MST-2020-10-05
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:
- Dobrislav Dobrev & Andrew C. Meldrum, 2020, "What Do Quoted Spreads Tell Us About Machine Trading at Times of Market Stress? Evidence from Treasury and FX Markets during the COVID-19-Related Market Turmoil in March 2020," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2020-09-25, Sep, DOI: 10.17016/2380-7172.2748.
- Sergei Glebkin & Semyon Malamud & Alberto Teguia, 2020, "Asset Prices and Liquidity with Market Power and Non-Gaussian Payoffs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-80, Sep.
- Efe Çötelioğlu, 2020, "Do Mutual Funds and ETFs Affect the Commonality in Liquidity of Corporate Bonds?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-81, Sep.