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Report NEP-MST-2022-03-21
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:
- Tommaso Mariotti & Fabrizio Lillo & Giacomo Toscano, 2022, "From Zero-Intelligence to Queue-Reactive: Limit Order Book modeling for high-frequency volatility estimation and optimal execution," Papers, arXiv.org, number 2202.12137, Feb, revised Sep 2022.
- Marina Agranov & Ahrash Dianat & Larry Samuelson & Leeat Yariv, 2021, "Paying to Match: Decentralized Markets with Information Frictions," Working Papers, Princeton University. Economics Department., number 2021-74, Jan.