Printed from https://ideas.repec.org/n/nep-mst/2021-01-11.html
Report NEP-MST-2021-01-11
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:
- Ilija I. Zovko, 2020, "Matching in size: How market impact depends on the concentration of trading," Papers, arXiv.org, number 2012.10262, Dec.
- Antonio Mele & Francesco Sangiorgi, 2020, "Trading Disclosure Requirements and Market Quality Tradeoffs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-118, Aug.
- Nittai Bergman & Ohad Kadan & Roni Michaely & Pamela C. Moulton, 2020, "Do Proprietary Traders Provide Liquidity?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-109, Nov.
- Bastien Baldacci & Jerome Benveniste & Gordon Ritter, 2020, "Optimal trading without optimal control," Papers, arXiv.org, number 2012.12945, Dec.