Report NEP-MST-2018-01-22

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:

• Gloria Gonzalez-Rivera & Wei Lin, 2017. "Extreme Returns and Intensity of Trading," Working Papers 201801, University of California at Riverside, Department of Economics.
• Linton, O. & Mahmoodzadeh, S., 2018. "Implications of High-Frequency Trading for Security Markets," Cambridge Working Papers in Economics 1802, Faculty of Economics, University of Cambridge.
• Lisa Anderson & Emad Andrews & Baiju Devani & Michael Mueller & Adrian Walton, 2018. "Speed Segmentation on Exchanges: Competition for Slow Flow," Staff Working Papers 18-3, Bank of Canada.
• Kinda Hachem & Ana Babus, 2017. "Trading Financial Innovation," 2017 Meeting Papers 1212, Society for Economic Dynamics.