Report NEP-MST-2020-11-30

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:

• Leonardo Bargigli & Giulio Cifarelli, 2020. "Endogenous and Exogenous Volatility in the Foreign Exchange Market," Working Papers - Economics wp2020_17.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
• Akbar, Muhammad & Tahir, Aima, 2020. "Stand Still and Do Nothing: COVID-19, Stock Returns and Volatility," CAFE Working Papers 7, Centre for Accountancy, Finance and Economics (CAFE), Birmingham City Business School, Birmingham City University.
• Mosenhauer, Moritz, 2020. "Information Management against Excessive Stock Trading: More or Less? Or Both?," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224549, Verein für Socialpolitik / German Economic Association.
• Jonathan A. Parker & Antoinette Schoar & Yang Sun, 2020. "Retail Financial Innovation and Stock Market Dynamics: The Case of Target Date Funds," NBER Working Papers 28028, National Bureau of Economic Research, Inc.