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Report NEP-MST-2022-06-20
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:
- Alexis Stenfors & Mehrdaad Doraghi & Cristina Soviany & Masayuki Susai & Kaveh Vakili, 2022, "Cross-Market Spoofing," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2022-04, Jun.
- Jappelli, Ruggero & Lucke, Konrad & Pelizzon, Loriana, 2022, "Price and liquidity discovery in European sovereign bonds and futures," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 350.
- Buti, Sabrina & Rindi, Barbara & Werner, Ingrid M., 2022, "Diving into Dark Pools," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2022-01, Feb.
- Pablo Ottonello & Wenting Song, 2022, "Financial Intermediaries and the Macroeconomy: Evidence from a High-Frequency Identification," Staff Working Papers, Bank of Canada, number 22-24, May, DOI: 10.34989/swp-2022-24.