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Report NEP-MST-2021-01-18
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:
- Hyun Jin Jang & Kiseop Lee & Kyungsub Lee, 2020, "Systemic Risk in Market Microstructure of Crude Oil and Gasoline Futures Prices: A Hawkes Flocking Model Approach," Papers, arXiv.org, number 2012.04181, Dec.
- Robin Nicole & Aleksandra Alori'c & Peter Sollich, 2020, "Fragmentation in trader preferences among multiple markets: Market coexistence versus single market dominance," Papers, arXiv.org, number 2012.04103, Dec, revised Aug 2021.
- de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2021, "OTC discount," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 298, revised 2021, DOI: 10.2139/ssrn.3744758.
- Costas Milas & Theodore Panagiotidis & Theologos Dergiades, 2021, "Does it Matter where you Search? Twitter versus Traditional News Media," Discussion Paper Series, Department of Economics, University of Macedonia, number 2021_04, Feb, revised Feb 2021.
- Kostopoulos, Dimitrios & Meyer, Steffen & Uhr, Charline, 2020, "Ambiguity and investor behavior," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 297, DOI: 10.2139/ssrn.3340851.