NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Papers on Market Microstructures

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2016
w22829 Itzhak Ben-David
Francesco Franzoni
Rabih Moussawi

Exchange Traded Funds (ETFs)
w22551 Robert P. Bartlett
III
Justin McCrary

How Rigged Are Stock Markets?: Evidence From Microsecond Timestamps
w22461 Nina Boyarchenko
David O. Lucca
Laura Veldkamp

Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets
w22332 Marco Di Maggio
Amir Kermani
Zhaogang Song

The Value of Trading Relationships in Turbulent Times
w22065 Patrick Bayer
Kyle Mangum
James W. Roberts

Speculative Fever: Investor Contagion in the Housing Bubble
w21934 James Andreoni
Michael A. Kuhn
Larry Samuelson

Starting Small: Endogenous Stakes and Rational Cooperation
2015
w21833 Benjamin Lester
Ali Shourideh
Venky Venkateswaran
Ariel Zetlin-Jones

Screening and Adverse Selection in Frictional Markets
w21495 Robert Shimer
Iván Werning

Efficiency and Information Transmission in Bilateral Trading
w21449 Mila Getmansky
Peter A. Lee
Andrew W. Lo

Hedge Funds: A Dynamic Industry In Transition
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

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Generated on Sun Dec 4 00:00:02 2016

 
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