Report NEP-MST-2019-04-08

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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-MST

The following items were announced in this report:

• Bellia, Mario & Pelizzon, Loriana & Subrahmanyam, Marti G. & Yuferova, Darya, 2020. "Designated Market Makers: Competition and Incentives," SAFE Working Paper Series 247, Leibniz Institute for Financial Research SAFE, revised 2020.
• Manabu Asai & Rangan Gupta & Michael McAleer, 2019. "The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures," Working Papers 201925, University of Pretoria, Department of Economics.
• Nina Boyarchenko & David O. Lucca & Laura Veldkamp, 2018. "Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets," Working Papers 18-07, New York University, Leonard N. Stern School of Business, Department of Economics.
• Vladimir Markov, 2019. "Bayesian Trading Cost Analysis and Ranking of Broker Algorithms," Papers 1904.01566, arXiv.org, revised Apr 2019.
• Benjamin Lester & Ali Shourideh & Venky Venkateswaran & Ariel Zetlin-Jones, 2018. "Market-making with Search and Information Frictions," Working Papers 18-11, New York University, Leonard N. Stern School of Business, Department of Economics.