Report NEP-MST-2020-06-22

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:

• Sudhanshu Pani, 2020. "A Theory of 'Auction as a Search' in speculative markets," Papers 2006.00775, arXiv.org.
• Corey Garriot & Ryan Riordan, 2020. "Trading on Long-term Information," Staff Working Papers 20-20, Bank of Canada.
• Ehrmann, Michael & Jansen, David-Jan, 2020. "Stock Return Comovement when Investors are Distracted: More, and More Homogeneous," CEPR Discussion Papers 14713, C.E.P.R. Discussion Papers.
• Toni Ahnert & Caio Machado & Ana Elisa Pereira, 2020. "Trading for Bailouts," Staff Working Papers 20-23, Bank of Canada.
• Chen, Daniel & Duffie, Darrell, 2020. "Market Fragmentation," Research Papers 3854, Stanford University, Graduate School of Business.
• Junyi Li & Xitong Wang & Yaoyang Lin & Arunesh Sinha & Micheal P. Wellman, 2020. "Generating Realistic Stock Market Order Streams," Papers 2006.04212, arXiv.org.
• Hugues Dastarac, 2020. "Market Making and Proprietary Trading in the US Corporate Bond Market," Working papers 754, Banque de France.