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Report NEP-MST-2022-11-28
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.
Other reports in NEP-MST
The following items were announced in this report:
- Mehdi Tomas & Iacopo Mastromatteo & Michael Benzaquen, 2023. "Cross impact in derivative markets," Post-Print hal-03378903, HAL.
- Di Gangi, Domenico & Lazarov, Vladimir & Mankodi, Aakash & Silvestri, Laura, 2022. "Links between government bond and futures markets: dealer-client relationships and price discovery in the UK," Bank of England working papers 991, Bank of England.
- Marius Ötting & Christian Deutscher & Carl Singleton & Luca De Angelis, 2022. "Gambling on Momentum," Economics Discussion Papers em-dp2022-10, Department of Economics, University of Reading.
- Ekaterina Morozova & Vladimir Panov, 2022. "Modelling the Bitcoin prices and the media attention to Bitcoin via the jump-type processes," Papers 2210.13824, arXiv.org.