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Report NEP-MST-2017-09-24
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:
- Guglielmo D'Amico & Filippo Petroni, 2017. "A new approach to the modeling of financial volumes," Papers 1709.05823, arXiv.org.
- Vladislav Gennadievich Malyshkin, 2017. "Market Dynamics. On A Muse Of Cash Flow And Liquidity Deficit," Papers 1709.06759, arXiv.org, revised Mar 2019.
- V.V. Chari & Lawrence Christiano, 2017. "Financialization in Commodity Markets," NBER Working Papers 23766, National Bureau of Economic Research, Inc.