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Report NEP-MST-2021-12-20
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:
- Kenji Hatakenaka & Kosuke Oya, 2021. "Bayesian inference for time varying partial adjustment model with application to intraday price discovery," Discussion Papers in Economics and Business 21-19, Osaka University, Graduate School of Economics.
- Marc Bohmann & Vinay Patel, 2021. "Practical Applications of Information Leakage in Energy Derivatives around News Announcements," Published Paper Series 2021-3, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Berk Idem, 2021. "Coexistence of Centralized and Decentralized Markets," Papers 2111.12767, arXiv.org.