Report NEP-MST-2019-02-25

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:

• Emilio Said & Ahmed Bel Hadj Ayed & Damien Thillou & Jean-Jacques Rabeyrin & Frédéric Abergel, 2019. "Market Impact: A Systematic Study of the High Frequency Options Market," Working Papers hal-02014248, HAL.
• Nathan Foley-Fisher & Stefan Gissler & Stéphane Verani, 2019. "Over-the-Counter Market Liquidity and Securities Lending," Finance and Economics Discussion Series 2019-011, Board of Governors of the Federal Reserve System (U.S.).
• Eike Blume-Werry & Thomas Faber & Lion Hirth & Claus Huber & Martin Everts, 2018. "Eyes on the Price: Which Power Generation Technologies Set the Market Price? Price Setting in European Electricity Markets: An Application to the Proposed Dutch Carbon Price Floor," Working Papers 2018.34, Fondazione Eni Enrico Mattei.
• Chong, Terence Tai Leung & Kwok, Stanley, 2019. "The Impact of Shanghai-Hong Kong Stock Connect on the Effectiveness of Price Limits in the Chinese Stock Market," MPRA Paper 92185, University Library of Munich, Germany.
• Jun Aoyagi, 2019. "Strategic Speed Choice by High-Frequency Traders under Speed Bumps," ISER Discussion Paper 1050, Institute of Social and Economic Research, Osaka University.