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Report NEP-MST-2022-02-21
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:
- Barardehi, Yashar H. & Bernhardt, Dan & Da, Zhi & Warachka, Mitch, 2022, "Institutional Liquidity Demand and the Internalization of Retail Order Flow : The Tail Does Not Wag the Dog," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1394.
- Oleh Danyliv, 2022, "Market Impact of Small Orders," Papers, arXiv.org, number 2201.02983, Jan.
- Yulin Liu & Yuxuan Lu & Kartik Nayak & Fan Zhang & Luyao Zhang & Yinhong Zhao, 2022, "Empirical Analysis of EIP-1559: Transaction Fees, Waiting Time, and Consensus Security," Papers, arXiv.org, number 2201.05574, Jan, revised Apr 2023.
- Tolga U. Kuzubas & Burak Saltoglu, 2021, "Trading and Investment Performance of Pension Fund Investors: Evidence from an Emerging Market Abstract:," Working Papers, Bogazici University, Department of Economics, number 2021/06, Jun.