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Report NEP-MST-2023-07-10
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:
- Hong Guo & Jianwu Lin & Fanlin Huang, 2023, "Market Making with Deep Reinforcement Learning from Limit Order Books," Papers, arXiv.org, number 2305.15821, May.
- Shiqi Gong & Shuaiqiang Liu & Danny D. Sun, 2023, "Optimal Market Making in the Chinese Stock Market: A Stochastic Control and Scenario Analysis," Papers, arXiv.org, number 2306.02764, Jun.
- Jason Milionis & Ciamac C. Moallemi & Tim Roughgarden, 2023, "Automated Market Making and Arbitrage Profits in the Presence of Fees," Papers, arXiv.org, number 2305.14604, May, revised Jul 2025.
- David Ardia & Keven Bluteau, 2023, "The Role of Twitter in Cryptocurrency Pump-and-Dumps," Papers, arXiv.org, number 2306.02148, Jun.
- Tivas Gupta & Mallesh M Pai & Max Resnick, 2023, "The Centralizing Effects of Private Order Flow on Proposer-Builder Separation," Papers, arXiv.org, number 2305.19150, May, revised Oct 2023.