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Report NEP-MST-2021-12-20
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:
- Kenji Hatakenaka & Kosuke Oya, 2021, "Bayesian inference for time varying partial adjustment model with application to intraday price discovery," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 21-19, Nov.
- Marc Bohmann & Vinay Patel, 2021, "Practical Applications of Information Leakage in Energy Derivatives around News Announcements," Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2021-3, Jan.
- Berk Idem, 2021, "Coexistence of Centralized and Decentralized Markets," Papers, arXiv.org, number 2111.12767, Nov.