Report NEP-MST-2018-09-24

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.

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Other reports in NEP-MST

The following items were announced in this report:

• Batchimeg Sambalaibat, 2018. "Endogenous Specialization and Dealer Networks," 2018 Meeting Papers 1278, Society for Economic Dynamics.
• Andrew Phiri, 2017. "Threshold convergence between the federal fund rate and South African equity returns around the colocation period," Post-Print halshs-01861727, HAL.
• Jagannathan, Ravi & Pelizzon, Loriana & Schaumburg, Ernst & Getmansky Sherman, Mila & Yuferova, Darya, 2021. "Recovery from fast crashes: Role of mutual funds," SAFE Working Paper Series 227, Leibniz Institute for Financial Research SAFE, revised 2021.
• Song Han & Alan G. Huang & Madhu Kalimipalli & Ke Wang, 2018. "Information and Liquidity of OTC Securities : Evidence from Public Registration of Rule 144A Bonds," Finance and Economics Discussion Series 2018-061, Board of Governors of the Federal Reserve System (U.S.).
• Vollmer, Teresa & Von Cramon-Taubadel, Stephan, 2017. "Price discovery in the European wheat market," 2017 International Congress, August 28-September 1, 2017, Parma, Italy 261135, European Association of Agricultural Economists.