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Report NEP-MST-2023-11-13
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:
- Derick Diana & Tim Gebbie, 2023, "Anomalous diffusion and price impact in the fluid-limit of an order book," Papers, arXiv.org, number 2310.06079, Oct, revised Aug 2024.
- Leilei Shi & Bing Han & Yingzi Zhu & Liyan Han & Yiwen Wang & Yan Piao, 2023, "Market Crowds' Trading Behaviors, Agreement Prices, and the Implications of Trading Volume," Papers, arXiv.org, number 2310.05322, Oct.
- Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2023, "Mental Models of the Stock Market," CESifo Working Paper Series, CESifo, number 10691.
- Antigoni Polychroniadou & Gilad Asharov & Benjamin Diamond & Tucker Balch & Hans Buehler & Richard Hua & Suwen Gu & Greg Gimler & Manuela Veloso, 2023, "Prime Match: A Privacy-Preserving Inventory Matching System," Papers, arXiv.org, number 2310.09621, Oct.
- Elif Feyza Özcan Kodaz & Serdar Yürek, 2023, "State-Dependency in Price Adjustments: Evidence from Large Shocks," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2304.