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Report NEP-MST-2023-02-20
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:
- A. Papanicolaou & H. Fu & P. Krishnamurthy & B. Healy & F. Khorrami, 2023, "An Optimal Control Strategy for Execution of Large Stock Orders Using LSTMs," Papers, arXiv.org, number 2301.09705, Jan, revised Jun 2023.
- Rohan Tangri & Peter Yatsyshin & Elisabeth A. Duijnstee & Danilo Mandic, 2023, "Generalizing Impermanent Loss on Decentralized Exchanges with Constant Function Market Makers," Papers, arXiv.org, number 2301.06831, Jan.
- David Hirshleifer & Lin Peng & Qiguang Wang, 2023, "News Diffusion in Social Networks and Stock Market Reactions," NBER Working Papers, National Bureau of Economic Research, Inc, number 30860, Jan.
- Bernard, Sabine Esther & Weber, Martin & Loos, Benjamin, 2023, "How speculative asset characteristics shape retail investors' selling behavior," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 378.
- Dan Zhang & Arash Farnoosh & Zhengwei Ma, 2022, "Does the Launch of Shanghai Crude Oil Futures Stabilize the Spot Market ? A Financial Cycle Perspective," Post-Print, HAL, number hal-03910474, Jan, DOI: 10.1080/10168737.2021.2001027.