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Report NEP-MST-2021-04-26
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:
- Juan Camilo Henao Londono & Thomas Guhr, 2021, "Foreign exchange markets: price response and spread impact," Papers, arXiv.org, number 2104.09309, Apr, revised Jul 2021.
- Michael J. Fleming & Frank M. Keane, 2021, "The Netting Efficiencies of Marketwide Central Clearing," Staff Reports, Federal Reserve Bank of New York, number 964, Apr.
- Siwei Chen & Yajing Chen & Chia-Ling Hsu, 2021, "New axioms for top trading cycles," Papers, arXiv.org, number 2104.09157, Apr, revised Jun 2021.
- Angel Tengulov & Franklin Allen & Eric Nowak & Matteo Pirovano, 2021, "Squeezing Shorts Through Social News Platforms," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-31, Apr.