Report NEP-MST-2016-10-02
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:
- Bellia, Mario & Pelizzon, Loriana & Subrahmanyam, Marti G. & Uno, Jun & Yuferova, Darya, 2017. "Low-latency trading and price discovery: Evidence from the Tokyo Stock Exchange in the pre-opening and opening periods," SAFE Working Paper Series 144, Leibniz Institute for Financial Research SAFE, revised 2017.
- Valenzuela, Marcela & Zer, Ilknur & Fryzlewicz, Piotr & Rheinlander, Thorsten, 2015. "Relative liquidity and future volatility," LSE Research Online Documents on Economics 62181, London School of Economics and Political Science, LSE Library.
- Duffie, Darrell & Zhu, Haoxiang, 2016. "Size Discovery," Research Papers 3345, Stanford University, Graduate School of Business.
- Tommasino, Pietro & Cappelletti, Giuseppe & Guazzarotti, Giovanni, 2016. "The stock market effects of a securities transaction tax: quasi-experimental evidence from Italy," Working Paper Series 1949, European Central Bank.
- Francesco Cerigioni, 2016. "Dual Decision Processes and Noise Trading," Working Papers 925, Barcelona School of Economics.
- Vanasco, Victoria, 2016. "The Downside of Asset Screening for Market Liquidity," Research Papers 3424, Stanford University, Graduate School of Business.
- Veldkamp, Laura & Boyarchenko, Nina & Lucca, David, 2016. "Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets," CEPR Discussion Papers 11518, C.E.P.R. Discussion Papers.