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Report NEP-MST-2021-05-31
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:
- Weill, Pierre-Olivier & Kargar, Mahyar & Lester, Benjamin & Lindsay, David & Liu, Shuo & Zúñiga, Diego, 2020, "Corporate Bond Liquidity During the COVID-19 Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15231, Aug.
- Zhihan Zhou & Liqian Ma & Han Liu, 2021, "Trade the Event: Corporate Events Detection for News-Based Event-Driven Trading," Papers, arXiv.org, number 2105.12825, May, revised May 2021.
- Alex Aronovich & Dobrislav Dobrev & Andrew C. Meldrum, 2021, "The Treasury Market Flash Event of February 25, 2021," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2021-05-14, May, DOI: 10.17016/2380-7172.2909.
- Sam Schulhofer-Wohl, 2021, "Externalities in securities clearing and settlement: Should securities CCPs clear trades for everyone?," Policy Discussion Paper Series, Federal Reserve Bank of Chicago, number PDP-2021-02, Mar, DOI: 10.21033/pdp-2021-02.