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.

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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 2104.09309, arXiv.org, revised Jul 2021.
• Michael J. Fleming & Frank M. Keane, 2021. "The Netting Efficiencies of Marketwide Central Clearing," Staff Reports 964, Federal Reserve Bank of New York.
• Siwei Chen & Yajing Chen & Chia-Ling Hsu, 2021. "New axioms for top trading cycles," Papers 2104.09157, arXiv.org, revised Jun 2021.
• Angel Tengulov & Franklin Allen & Eric Nowak & Matteo Pirovano, 2021. "Squeezing Shorts Through Social News Platforms," Swiss Finance Institute Research Paper Series 21-31, Swiss Finance Institute.