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Report NEP-MST-2021-01-11
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:
- Ilija I. Zovko, 2020. "Matching in size: How market impact depends on the concentration of trading," Papers 2012.10262, arXiv.org.
- Antonio Mele & Francesco Sangiorgi, 2020. "Trading Disclosure Requirements and Market Quality Tradeoffs," Swiss Finance Institute Research Paper Series 20-118, Swiss Finance Institute.
- Nittai Bergman & Ohad Kadan & Roni Michaely & Pamela C. Moulton, 2020. "Do Proprietary Traders Provide Liquidity?," Swiss Finance Institute Research Paper Series 20-109, Swiss Finance Institute.
- Bastien Baldacci & Jerome Benveniste & Gordon Ritter, 2020. "Optimal trading without optimal control," Papers 2012.12945, arXiv.org.