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Report NEP-MST-2020-05-18
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:
- Shino Takayama, 2020, "Price Manipulation, Dynamic Informed Trading, and the Uniqueness of Equilibrium in Sequential Trading," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 621, May.
- Johannes Bleher & Michael Bleher & Thomas Dimpfl, 2020, "From orders to prices: A stochastic description of the limit order book to forecast intraday returns," Papers, arXiv.org, number 2004.11953, Apr, revised May 2021.
- Richard K. Lyons & Ganesh Viswanath-Natraj, 2020, "What Keeps Stablecoins Stable?," NBER Working Papers, National Bureau of Economic Research, Inc, number 27136, May.
- Chung-Han Hsieh, 2020, "Generalization of Affine Feedback Stock Trading Results to Include Stop-Loss Orders," Papers, arXiv.org, number 2004.12848, Apr.
- Lei Wu & Kuan Xu & Qingbin Meng, 2020, "Information Flow and Price Discovery Dynamics," Working Papers, Dalhousie University, Department of Economics, number daleconwp2020-02, May.
- Levashenko, Antonina (Левашенко, Антонина) & Girich, Maria (Гирич, Мария), 2020, "Elaboration of proposals for the development of electronic trading platforms in the digital economy of Russia
[Разработка Предложений По Развитию Электронных Торговых Площадок В Условиях Цифровой Э," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number 032030, Mar.