Printed from https://ideas.repec.org/n/nep-mst/2022-02-21.html
Report NEP-MST-2022-02-21
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:
- Barardehi, Yashar H. & Bernhardt, Dan & Da, Zhi & Mitch Warachka, Mitch, 2022. "Institutional Liquidity Demand and the Internalization of Retail Order Flow : The Tail Does Not Wag the Dog," The Warwick Economics Research Paper Series (TWERPS) 1394, University of Warwick, Department of Economics.
- Oleh Danyliv, 2022. "Market Impact of Small Orders," Papers 2201.02983, arXiv.org.
- Yulin Liu & Yuxuan Lu & Kartik Nayak & Fan Zhang & Luyao Zhang & Yinhong Zhao, 2022. "Empirical Analysis of EIP-1559: Transaction Fees, Waiting Time, and Consensus Security," Papers 2201.05574, arXiv.org, revised Apr 2023.
- Tolga U. Kuzubas & Burak Saltoglu, 2021. "Trading and Investment Performance of Pension Fund Investors: Evidence from an Emerging Market Abstract:," Working Papers 2021/06, Bogazici University, Department of Economics.