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Report NEP-MST-2023-05-01
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:
- Jianfei Zhang & Mathieu Rosenbaum, 2023. "Towards systematic intraday news screening: a liquidity-focused approach," Papers 2304.05115, arXiv.org.
- Peteris Kloks & Edouard Mattille & Angelo Ranaldo, 2023. "Foreign Exchange Swap Liquidity," Swiss Finance Institute Research Paper Series 23-22, Swiss Finance Institute.