Report NEP-MST-2020-08-17
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:
- Degryse, Hans & Karagiannis, Nikolaos, 2019. "Priority Rules," CEPR Discussion Papers 14127, C.E.P.R. Discussion Papers.
- David Marcos, 2020. "Transaction Costs in Execution Trading," Papers 2007.07998, arXiv.org.
- Nicola Fusari & Wei Li & Haoyang Liu & Zhaogang Song, 2020. "Asset Pricing with Cohort-Based Trading in MBS Markets," Staff Reports 931, Federal Reserve Bank of New York.
- Jean-Sébastien Fontaine & Hayden Ford & Adrian Walton, 2020. "COVID-19 and bond market liquidity: alert, isolation and recovery," Staff Analytical Notes 2020-14, Bank of Canada.
- Timmermann, Allan & Pettenuzzo, Davide & Sabbatucci, Riccardo, 2019. "Cash Flow News and Stock Price Dynamics," CEPR Discussion Papers 14117, C.E.P.R. Discussion Papers.