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Report NEP-MST-2017-04-09
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:
- Lilian de Menezes & Marianna Russo & Giovanni Urga, 2016. "Identifying Drivers of Liquidity in the NBP Month-ahead Market," EcoMod2016 9570, EcoMod.
- Ravi Kashyap, 2017. "Microstructure under the Microscope: Tools to Survive and Thrive in The Age of (Too Much) Information," Papers 1703.08812, arXiv.org.
- Charles-Albert Lehalle & Eyal Neuman, 2017. "Incorporating Signals into Optimal Trading," Papers 1704.00847, arXiv.org, revised Jun 2018.
- Cyril May & Greg Farrell & Jannie Rossouw, 2017. "Do monetary policy announcements affect foreign exchange returns and volatility? Some evidence from high-frequency intra-day South African data," Working Papers 672, Economic Research Southern Africa.