Report NEP-MST-2020-01-27

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:

• Lin, Zhongguo & Hamill, Philip A. & Li, Youwei & Sun, Zhuowei & Waterworth, James, 2019. "How Did Order-Flow Impact Bond Prices During the European Sovereign Debt Crisis?," MPRA Paper 97768, University Library of Munich, Germany.
• Fabrice Rousseau & Herve Boco & Laurent Germain, 2020. "High Frequency Trading: Strategic Competition Between Slow and Fast Traders," Economics Department Working Paper Series n296-20.pdf, Department of Economics, National University of Ireland - Maynooth.
• Ingomar Krohn & Vladyslav Sushko, 2020. "FX spot and swap market liquidity spillovers," BIS Working Papers 836, Bank for International Settlements.
• David Rushing Dewhurst & Yi Li & Alexander Bogdan & Jasmine Geng, 2019. "Evolving ab initio trading strategies in heterogeneous environments," Papers 1912.09524, arXiv.org.
• Jean-Sébastien Fontaine & Adrian Walton, 2020. "Contagion in Dealer Networks," Staff Working Papers 20-1, Bank of Canada.