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Report NEP-MST-2023-04-10
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:
- Gonçalves, Jorge & Kräussl, Roman & Levin, Vladimir, 2023, "Dark trading and financial markets stability," CFS Working Paper Series, Center for Financial Studies (CFS), number 691.
- Kyungsub Lee, 2023, "Multi-kernel property in high-frequency price dynamics under Hawkes model," Papers, arXiv.org, number 2302.11822, Feb.