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Report NEP-MST-2017-03-19
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:
- Marco Di Maggio & Francesco A. Franzoni & Amir Kermani & Carlo Sommavilla, 2017. "The Relevance of Broker Networks for Information Diffusion in the Stock Market," Swiss Finance Institute Research Paper Series 17-08, Swiss Finance Institute.
- Shaar, Karam & Khaled, Mohammed, 2017. "Why you should use high frequency data to test the impact of exchange rate on trade," Working Paper Series 6125, Victoria University of Wellington, School of Economics and Finance.
- Hiroshi Toyoizumi, 2017. "Swarm behavior of traders with different subjective predictions in the Market," Papers 1703.01291, arXiv.org.