Printed from https://ideas.repec.org/n/nep-mst/2022-09-12.html
Report NEP-MST-2022-09-12
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:
- Augustin, Patrick & Brenner, Menachem & Grass, Gunnar & Orłowski, Piotr & Subrahmanyam, Marti G., 2022, "Informed options strategies before corporate events," LawFin Working Paper Series, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin), number 39.
- Augustin, Patrick & Rubtsov, Alexey & Shin, Donghwa, 2022, "The impact of derivatives on spot markets: Evidence from the introduction of bitcoin futures contracts," LawFin Working Paper Series, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin), number 41.
- Jason Milionis & Ciamac C. Moallemi & Tim Roughgarden & Anthony Lee Zhang, 2022, "Automated Market Making and Loss-Versus-Rebalancing," Papers, arXiv.org, number 2208.06046, Aug, revised May 2024.