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Report NEP-MST-2023-07-24
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:
- Nimalendran, Mahendrarajah & Rzayev, Khaladdin & Sagade, Satchit, 2022, "High-frequency trading in the stock market and the costs of option market making," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118885, Jan.
- Gabor Pinter & Semih Uslu, 2023, "Price formation in markets with trading delays," Bank of England working papers, Bank of England, number 1023, Jun.
- Gabor Pinter, 2023, "An anatomy of the 2022 gilt market crisis," Bank of England working papers, Bank of England, number 1019, Mar.
- Yuliya Baranova & Eleanor Holbrook & David MacDonald & William Rawstorne & Nicholas Vause & Georgia Waddington, 2023, "The potential impact of broader central clearing on dealer balance sheet capacity: a case study of UK gilt and gilt repo markets," Bank of England working papers, Bank of England, number 1026, Jun.
- Jin Hyuk Choi & Jetlir Duraj & Kim Weston, 2023, "A multi-agent targeted trading equilibrium with transaction costs," Papers, arXiv.org, number 2306.08519, Jun.
- Alex Kim & Maximilian Muhn & Valeri Nikolaev, 2023, "Bloated Disclosures: Can ChatGPT Help Investors Process Information?," Papers, arXiv.org, number 2306.10224, Jun, revised Oct 2025.
- David B Colwell & David Feldman & Wei Hu & Monique Pontier, 2023, "Information, Insider Trading, Executive Reload Stock Options, Incentives, and Regulation," Working Papers, HAL, number hal-04116818, Apr.