Report NEP-MST-2020-07-27
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:
- Alain P. Chaboud & Erik Hjalmarsson & Filip Zikes, 2020. "The Evolution of Price Discovery in an Electronic Market," Finance and Economics Discussion Series 2020-051, Board of Governors of the Federal Reserve System (U.S.).
- d'Artis Kancs & Pavel Ciaian & Miroslava Rajcaniova, 2019. "The Price of BitCoin: GARCH Evidence from High Frequency Data," JRC Research Reports JRC115098, Joint Research Centre.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2020. "Inside the Mind of a Stock Market Crash," CESifo Working Paper Series 8334, CESifo.
- Katerina Sherstyuk & Krit Phankitnirundorn & Michael J. Roberts, 2020. "Randomized Double Auctions: Gains from Trade, Trader Roles, and Price Discovery," Working Papers 202018, University of Hawaii at Manoa, Department of Economics.