Report NEP-MST-2018-05-07

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:

• Kenji Hatakenaka, 2018. "Relationship between tick size reduction and price information of open limit order book," Discussion Papers in Economics and Business 18-13, Osaka University, Graduate School of Economics.
• Kacperczyk, Marcin & Pagnotta, Emiliano, 2018. "Chasing Private Information," CEPR Discussion Papers 12871, C.E.P.R. Discussion Papers.
• Johannes Bock, 2018. "Quantifying macroeconomic expectations in stock markets using Google Trends," Papers 1805.00268, arXiv.org.
• Steven Devaney & Nicola Livingstone & Pat McAllister & Anupam Nanda, 2017. "The price impact of liquidity in international office markets," ERES eres2017_174, European Real Estate Society (ERES).