Report NEP-MST-2023-11-06

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.

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Other reports in NEP-MST

The following items were announced in this report:

• Galati, Luca, 2023. "Boosting Exchange's Market Share: The Impact of No-Fee Trading on Market Quality," Economics & Statistics Discussion Papers esdp23091, University of Molise, Department of Economics.
• Etienne Chevalier & Yadh Hafsi & Vathana Ly Vath, 2023. "Uncovering Market Disorder and Liquidity Trends Detection," Papers 2310.09273, arXiv.org.
• Enrichetta Ravina, 2023. "Retail Investors’ Contrarian Behavior Around News, Attention, and the Momentum Effect," Working Paper Series WP 2023-34, Federal Reserve Bank of Chicago.
• Jason Allen & Milena Wittwer, 2023. "Intermediary Market Power and Capital Constraints," Staff Working Papers 23-51, Bank of Canada.
• Michael J. Fleming, 2023. "How Has Treasury Market Liquidity Evolved in 2023?," Liberty Street Economics 20231017, Federal Reserve Bank of New York.
• Li, Shasha & Yang, Biao, 2023. "Green investing, information asymmetry, and capital structure," IWH Discussion Papers 20/2023, Halle Institute for Economic Research (IWH).