NBER Papers on Market Microstructures
| 2016 | ||
| w22893 |
Pierre Collin-Dufresne Vyacheslav Fos Tao Li Alexander Ljungqvist |
Activism, Strategic Trading, and Liquidity |
| w22829 |
Francesco Franzoni Rabih Moussawi |
Exchange Traded Funds (ETFs) |
| w22551 |
III Justin McCrary |
How Rigged Are Stock Markets?: Evidence From Microsecond Timestamps |
| w22461 |
David O. Lucca Laura Veldkamp |
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets |
| w22332 |
Amir Kermani Zhaogang Song |
The Value of Trading Relationships in Turbulent Times |
| w22065 |
Kyle Mangum James W. Roberts |
Speculative Fever: Investor Contagion in the Housing Bubble |
| w21934 |
Michael A. Kuhn Larry Samuelson |
Starting Small: Endogenous Stakes and Rational Cooperation |
| 2015 | ||
| w21833 |
Ali Shourideh Venky Venkateswaran Ariel Zetlin-Jones |
Screening and Adverse Selection in Frictional Markets |
| w21495 |
Iván Werning |
Efficiency and Information Transmission in Bilateral Trading |
| w21449 |
Peter A. Lee Andrew W. Lo |
Hedge Funds: A Dynamic Industry In Transition |
| w21286 |
III Justin McCrary |
Dark Trading at the Midpoint: Pricing Rules, Order Flow, and High Frequency Liquidity Provision |
| w20969 |
Juha V. Siikamaki |
Individual Time Preferences and Energy Efficiency |
| w20931 |
Asuman Ozdaglar Alireza Tahbaz-Salehi |
Networks, Shocks, and Systemic Risk |
Generated on Fri Dec 23 00:00:02 2016