NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Working Group on Market Microstructures


2015
w21286 Robert P. Bartlett
III
Justin McCrary

Dark Trading at the Midpoint: Pricing Rules, Order Flow, and High Frequency Liquidity Provision

w20969 Richard G. Newell
Juha V. Siikamaki

Individual Time Preferences and Energy Efficiency

w20931 Daron Acemoglu
Asuman Ozdaglar
Alireza Tahbaz-Salehi

Networks, Shocks, and Systemic Risk


2014
w20746 Julien Hugonnier
Benjamin Lester
Pierre-Olivier Weill

Heterogeneity in Decentralized Asset Markets

w20608 Benjamin Lester
Guillaume Rocheteau
Pierre-Olivier Weill

Competing for Order Flow in OTC Markets

w20588 Songzi Du
Haoxiang Zhu

Welfare and Optimal Trading Frequency in Dynamic Double Auctions

w20516 Nicolas S. Lambert
Michael Ostrovsky
Mikhail Panov

Strategic Trading in Informationally Complex Environments

w20476 Alex Edmans
Luis Goncalves-Pinto
Yanbo Wang
Moqi Xu

Strategic News Releases in Equity Vesting Months

w20459 Asaf Bernstein
Eric Hughson
Marc D. Weidenmier

Counterparty Risk and the Establishment of the New York Stock Exchange Clearinghouse

w20416 Andrew G. Atkeson
Andrea L. Eisfeldt
Pierre-Olivier Weill

Entry and Exit in OTC Derivatives Markets

w20193 Tarek A. Hassan
Thomas M. Mertens

Information Aggregation in a DSGE Model

w19931 P├ęter Kondor
Dimitri Vayanos

Liquidity Risk and the Dynamics of Arbitrage Capital

w19898 Jun Wang
John Whalley

Are Chinese Markets for Manufactured Products More Competitive than in the US?: A Comparison of China -US Industrial Concentration Ratios


Generated Tue Jul 28 00:00:22 2015

 
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