Printed from https://ideas.repec.org/n/nep-mst/2024-03-04.html
Report NEP-MST-2024-03-04
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:
- Gustavo Fruet Dias & Fotis Papailias & Cristina Scherrer, 2024. "An Econometric Analysis of Volatility Discovery," University of East Anglia School of Economics Working Paper Series 2024-01, School of Economics, University of East Anglia, Norwich, UK..
- Michael J. Fleming & Isabel Krogh & Claire Nelson, 2024. "Measuring Treasury Market Depth," Liberty Street Economics 20240212, Federal Reserve Bank of New York.
- George Tzagkarakis & Frantz Maurer & J.P. Nolan, 2023. "Taming impulsive high-frequency data using optimal sampling periods," Post-Print hal-04425500, HAL.