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Report NEP-MST-2023-06-12
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:
- Milan Fičura, 2023, "Impact of size and volume on cryptocurrency momentum and reversal," FFA Working Papers, Prague University of Economics and Business, number 5.003, Apr, revised 05 Apr 2023.
- Michael J. Fleming & Or Shachar & Peter Van Tassel, 2023, "The 2022 Spike in Corporate Security Settlement Fails," Liberty Street Economics, Federal Reserve Bank of New York, number 20230410, Apr.
- Christopher J. Cho & Timothy J. Norman & Manuel Nunes, 2023, "PRIME: A Price-Reverting Impact Model of a cryptocurrency Exchange," Papers, arXiv.org, number 2305.07559, May.
- Selcuk, Cemil & Gokpinar, Bilal, 2023, "Why Fixed-Price Policy Prevails: The Effect of Trade Frictions and Competition," MPRA Paper, University Library of Munich, Germany, number 117287.
- Derek Liu & Francesco Piccoli & Katie Chen & Adrina Tang & Victor Fang, 2023, "NFT Wash Trading Detection," Papers, arXiv.org, number 2305.01543, Feb.