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Report NEP-MST-2023-06-19
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:
- Andrew C. Meldrum & Oleg Sokolinskiy, 2023, "The Effects of Volatility on Liquidity in the Treasury Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-028, May, DOI: 10.17016/FEDS.2023.028.
- Dupret, Jean-Loup & Hainaut, Donatien, 2023, "Optimal liquidation under indirect price impact with propagator," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2023012, Apr.
- Judit Hevér & Péter Csóka, 2023, "The effect of funding liquidity regulation and ESG promotion on market liquidity," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 2307, Mar.
- Paul J. Irvine & Egle Karmaziene, 2023, "Competing for Dark Trades," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-020/IV, Apr.
- Selcuk, Cemil, 2023, "Why Fixed-Price Policy Prevails: The Effect of Trade Frictions and Competition," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2023/18, May.
- De Winne, Rudy & Luong, Nhung & Palan, Stefan, 2022, "Retail Investors’ Disposition Effect and Order Choices," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2022012, May.
- José Ignacio Rivero Wildemauwe, 2023, "Trade among moral agents with information asymmetries," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2023-10.
- Aliyev, Nihad & Huseynov, Fariz & Rzayev, Khaladdin, 2022, "Algorithmic trading and investment-to-price sensitivity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118844, Sep.