Report NEP-MST-2016-03-23

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.

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Other reports in NEP-MST

The following items were announced in this report:

• Ravi Kashyap, 2016. "David vs Goliath (You against the Markets), A Dynamic Programming Approach to Separate the Impact and Timing of Trading Costs," Papers 1603.00984, arXiv.org, revised Apr 2021.
• Christophe Michel & Victor Reutenauer & Denis Talay & Etienne Tanré, 2016. "Liquidity costs: a new numerical methodology and an empirical study," Post-Print hal-01098096, HAL.
• Nicholas Barberis & Robin Greenwood & Lawrence Jin & Andrei Shleifer, 2016. "Extrapolation and Bubbles," NBER Working Papers 21944, National Bureau of Economic Research, Inc.
• David S. Bates, 2016. "How Crashes Develop: Intradaily Volatility and Crash Evolution," NBER Working Papers 22028, National Bureau of Economic Research, Inc.
• Pablo Kurlat, 2016. "The Social Value of Financial Expertise," NBER Working Papers 22047, National Bureau of Economic Research, Inc.