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Report NEP-MST-2021-06-14
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:
- Jurado Pedroza Wilfrido, 2021. "Around-the-Clock USD/MXN Volatility: Macroeconomic Announcement Spillovers and FX Market Intervention Mechanisms," Working Papers 2021-05, Banco de México.
- Pagano, Marco & Kovbasyuk, Sergei, 2020. "Advertising Arbitrage," CEPR Discussion Papers 15064, C.E.P.R. Discussion Papers.
- Daniel Gründler & Eric Mayer & Johann Scharler, 2021. "Monetary Policy Announcements, Information Schocks, and Exchange Rate Dynamics," Working Papers 2021-16, Faculty of Economics and Statistics, Universität Innsbruck.
- Nina Boyarchenko & Lars C. Larsen & Paul Whelan, 2021. "The Overnight Drift in U.S. Equity Returns," Liberty Street Economics 20210526, Federal Reserve Bank of New York.