Report NEP-MST-2019-10-14

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:

• Aadila Hoosain & Alain Kabundi & Alta Joubert, 2018. "Order flow and rand/dollar exchange rate dynamics," Working Papers 770, Economic Research Southern Africa.
• Ravi Kashyap, 2019. "Concepts, Components and Collections of Trading Strategies and Market Color," Papers 1910.02144, arXiv.org, revised Jan 2020.
• Ravi Jagannathan, 2019. "On Frequent Batch Auctions for Stocks," NBER Working Papers 26341, National Bureau of Economic Research, Inc.
• Degiannakis, Stavros, 2018. "Multiple Days Ahead Realized Volatility Forecasting: Single, Combined and Average Forecasts," MPRA Paper 96272, University Library of Munich, Germany.
• Mariana Khapko & Marius Zoican, 2019. "Do speed bumps curb low-latency trading? Evidence from a laboratory market," Papers 1910.03068, arXiv.org.
• Martin Baumgaertner & Jens Klose, 2019. "Cash is King - Effects of ECB's Conventional and Unconventional Measures," MAGKS Papers on Economics 201923, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Levit, Doron & Malenko, Nadya & Maug, Ernst, 2022. "Trading and shareholder democracy," CEPR Discussion Papers 14039, C.E.P.R. Discussion Papers.