Report NEP-MST-2018-11-26

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.

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Other reports in NEP-MST

The following items were announced in this report:

• Martin D. D. Evans, 2018. "FX Trading and Exchange Rate Disconnect Puzzle," Working Papers gueconwpa~18-18-21, Georgetown University, Department of Economics.
• Becker, Janis & Leschinski, Christian, 2018. "The Bias of Realized Volatility," Hannover Economic Papers (HEP) dp-642, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Sandrine Jacob Leal & Nobuyuki Hanaki, 2018. "Algorithmic Trading, What if It is Just an Illusion? Evidence from Experimental Financial Markets," GREDEG Working Papers 2018-31, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, revised Jan 2020.
• Fecht, Falko & Reitz, Stefan, 2018. "Dealer behaviour in the Euro money market during times of crisis," Open Access Publications from Kiel Institute for the World Economy 184750, Kiel Institute for the World Economy (IfW Kiel).
• Diego A. Agudelo & Ignacio Arango, 2017. "How does information disclosure affect liquidity? Evidence from an Emerging Market," Documentos de Trabajo de Valor Público 16944, Universidad EAFIT.