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Report NEP-MST-2023-05-08
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, or Bluesky.
Other reports in NEP-MST
The following items were announced in this report:
- Manoj Dalvi & Prachi Deuskar & Lawrence R. Glosten & Ravi Jagannathan, 2023. "Day Traders, Noise, and Cost of Immediacy," NBER Working Papers 31127, National Bureau of Economic Research, Inc.
- Dyhrberg, Anne Haubo & Shkilko, Andriy & Werner, Ingrid M., 2022. "The Retail Execution Quality Landscape," Working Paper Series 2022-14, Ohio State University, Charles A. Dice Center for Research in Financial Economics.