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Report NEP-MST-2022-04-25
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:
- Turiel, Jeremy D. & Aste, Tomaso, 2022, "Heterogeneous criticality in high frequency finance: a phase transition in flash crashes," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 113892, Feb.
- Rui Fan & Oleksandr Talavera & Vu Tran, 2022, "Information flows and the law of one price," Discussion Papers, Department of Economics, University of Birmingham, number 22-05, Mar.