Report NEP-MST-2023-05-01
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:
- Jianfei Zhang & Mathieu Rosenbaum, 2023, "Towards systematic intraday news screening: a liquidity-focused approach," Papers, arXiv.org, number 2304.05115, Apr.
- Peteris Kloks & Edouard Mattille & Angelo Ranaldo, 2023, "Foreign Exchange Swap Liquidity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-22, Mar.
Printed from https://ideas.repec.org/n/nep-mst/2023-05-01.html