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Report NEP-MST-2021-07-12
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:
- Item repec:cam:camdae:2150 is not listed on IDEAS anymore
- Marzagão, Thiago, 2021, "Insider trading in Brazil's stock market," OSF Preprints, Center for Open Science, number fu9mg, Jun, DOI: 10.31219/osf.io/fu9mg.
- Caio Machado & Ana Elisa Pereira, 2020, "Competing for Stock Market Feedback," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 545.
- Karamfil Todorov, 2021, "Passive funds affect prices: evidence from the most ETF-dominated asset classes," BIS Working Papers, Bank for International Settlements, number 952, Jul.
- Malick Fall & Waël Louhichi & Jean-Laurent Viviani, 2021, "Forecasting the intra-day effective bid ask spread by combining density forecasts," Post-Print, HAL, number hal-03257268, Oct, DOI: 10.1080/00036846.2021.1929821.
- Alejandro Vicondoa & Andrea Gazzani, 2020, "Bridge Proxy-SVAR: Estimating the Macroeconomic Effects of Shocks Identified at High-Frequency," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 533.