Report NEP-MST-2020-04-27
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.Subscribe to this report: email, RSS, or Mastodon.
Other reports in NEP-MST
The following items were announced in this report:
- Castro, C & Romero, M & VĂ©lez, S, 2020. "Empirical evidence of jump behaviour in the Colombian intraday bond market," Documentos de Trabajo 18098, Universidad del Rosario.
- Kapar, Burcu & Iori, Giulia & Gabbi, Giampaolo & Germano, Guido, 2020. "Market microstructure, banks' behaviour and interbank spreads: evidence after the crisis," LSE Research Online Documents on Economics 100467, London School of Economics and Political Science, LSE Library.