Printed from https://ideas.repec.org/n/nep-mst/2021-01-25.html
Report NEP-MST-2021-01-25
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:
- Kevin Shuai Zhang & Traian Pirvu, 2021, "Pricing spread option with liquidity adjustments," Papers, arXiv.org, number 2101.00223, Jan.
- James Collin Harkrader & Daniel J. Weitz, 2020, "How Do Principal Trading Firms and Dealers Trade around FOMC Statement Releases?," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2020-12-31, Dec, DOI: 10.17016/2380-7172.2827.
- Siyu Chen & Ravi Seshadri & Carlos Lima Azevedo & Arun P. Akkinepally & Renming Liu & Andrea Araldo & Yu Jiang & Moshe E. Ben-Akiva, 2021, "Market Design for Tradable Mobility Credits," Papers, arXiv.org, number 2101.00669, Jan, revised Sep 2022.
- Tomasz Serafin & Grzegorz Marcjasz & Rafal Weron, 2020, "Trading on short-term path forecasts of intraday electricity prices," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/20/17, Dec.
- Cookson, J. Anthony & Moon, S. Katie & Noh, Joonki, 2020, "Imprecise and Informative: Lessons from Market Reactions to Imprecise Disclosure," SocArXiv, Center for Open Science, number akt2c, Dec, DOI: 10.31219/osf.io/akt2c.