Report NEP-MST-2019-01-28

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:

• Angelo Ranaldo & Paolo Santucci de Magistris, 2018. "Trading Volume, Illiquidity and Commonalities in FX Markets," Working Papers on Finance 1823, University of St. Gallen, School of Finance, revised Oct 2019.
• Angelo Ranaldo & Fabricius Somogyi, 2018. "Asymmetric Information Risk in FX Markets," Working Papers on Finance 1820, University of St. Gallen, School of Finance, revised Apr 2020.
• Isabel Schnabel & Johannes Tischer, 2018. "Banks' Trading After the Lehman Crisis - The Role of Unconventional Monetary Policy," CRC TR 224 Discussion Paper Series crctr224_2018_036, University of Bonn and University of Mannheim, Germany.
• André Stenzel & Wolf Wagner, 2018. "Opacity, Liquidity and Disclosure Policies," CRC TR 224 Discussion Paper Series crctr224_2018_065, University of Bonn and University of Mannheim, Germany.
• Wang, Zijian, 2019. "Trading Motives in Asset Markets," MPRA Paper 91401, University Library of Munich, Germany.
• Leonardo Bargigli, 2019. "A Model of Market Making with Heterogeneous Speculators," Working Papers - Economics wp2019_01.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.