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Report NEP-MST-2017-11-26
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:
- Tobias Adrian & Michael J. Fleming & Erik Vogt, 2017. "The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data," Staff Reports 827, Federal Reserve Bank of New York.
- Yaroslav Rosokha & Chi Sheh, 2017. "Uncertainty about Informed Trading in Dealer Markets - An Experiment"," Purdue University Economics Working Papers 1299, Purdue University, Department of Economics.