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Report NEP-MST-2019-03-04
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, or Bluesky.
Other reports in NEP-MST
The following items were announced in this report:
- Weibing Huang & Sergio Pulido & Mathieu Rosenbaum & Pamela Saliba & Emmanouil Sfendourakis, 2019, "From Glosten-Milgrom to the whole limit order book and applications to financial regulation," Papers, arXiv.org, number 1902.10743, Feb, revised Mar 2025.
- Shino Takayama, 2018, "Price Manipulation, Dynamic Informed Trading and Tame Equilibria: Theory and Computation," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 603, Oct.
- Charles-Albert Lehalle & Charafeddine Mouzouni, 2019, "A Mean Field Game of Portfolio Trading and Its Consequences On Perceived Correlations," Papers, arXiv.org, number 1902.09606, Jan.