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Report NEP-MST-2023-10-09
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:
- Georg Menz & Moritz Vo{ss}, 2023, "Aggregation of financial markets," Papers, arXiv.org, number 2309.04116, Sep, revised Sep 2024.
- Philippe Bergault & Olivier Gu'eant, 2023, "Liquidity Dynamics in RFQ Markets and Impact on Pricing," Papers, arXiv.org, number 2309.04216, Sep, revised Jun 2024.