Report NEP-MST-2018-10-22

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:

• Bansal, Avijit & Jacob, Joshy, 2018. "Impact of Price Path on Disposition Bias," IIMA Working Papers WP 2018-10-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
• Philippe Bergault & David Evangelista & Olivier Gu'eant & Douglas Vieira, 2018. "Closed-form approximations in multi-asset market making," Papers 1810.04383, arXiv.org, revised Sep 2022.
• Biais, Bruno & Green, Richard, 2018. "The Microstructure of the Bond Market in the 20th Century," TSE Working Papers 18-960, Toulouse School of Economics (TSE).
• Scott Mixon & Tugkan Tuzun, 2018. "Price Pressure and Price Discovery in the Term Structure of Interest Rates," Finance and Economics Discussion Series 2018-065, Board of Governors of the Federal Reserve System (U.S.).
• Philippe Casgrain & Sebastian Jaimungal, 2018. "Mean-Field Games with Differing Beliefs for Algorithmic Trading," Papers 1810.06101, arXiv.org, revised Dec 2019.
• Brice Corgnet & Mark DeSantis & David Porter, 2018. "The Distribution of Information and the Price Efficiency of Markets," Working Papers 18-09, Chapman University, Economic Science Institute.
• Tejeda, Hernan A. & Kim, Man-Keun, 2018. "Dynamic Price Relationships and Price Discovery among Cheese Markets," 2018 Annual Meeting, August 5-7, Washington, D.C. 273798, Agricultural and Applied Economics Association.