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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, or Bluesky.
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, number hal-03378903.
- Domenico Di Gangi & Vladimir Lazarov & Aakash Mankodi & Laura Silvestri, 2022, "Links between government bond and futures markets: dealer-client relationships and price discovery in the UK," Bank of England working papers, Bank of England, number 991, Jul.
- Marius Ötting & Christian Deutscher & Carl Singleton & Luca De Angelis, 2022, "Gambling on Momentum," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2022-10, Nov.
- Ekaterina Morozova & Vladimir Panov, 2022, "Modelling the Bitcoin prices and the media attention to Bitcoin via the jump-type processes," Papers, arXiv.org, number 2210.13824, Oct.