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Report NEP-MST-2024-02-19
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:
- Simon Jurkatis & Andreas Schrimpf & Karamfil Todorov & Nicholas Vause, 2023, "Relationship discounts in corporate bond trading," Bank of England working papers, Bank of England, number 1049, Nov.
- Karol Szafranek & Michał Rubaszek & Gazi Salah Uddin., 2023, "The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2023-095, Nov, DOI: 10.33119/kaewps2023095.
- Mitra, Manipushpak & Ray, Indrajit & Roy, Souvik, 2024, "A Characterisation of Trading Equilibria in Strategic Market Games," CRETA Online Discussion Paper Series, Centre for Research in Economic Theory and its Applications CRETA, number 83.
- Vladimir Skavysh & Jacob Sharples & Sofia Priazhkina & Salman H. Hasham, 2024, "Market structure of cryptoasset exchanges: Introduction, challenges and emerging trends," Staff Analytical Notes, Bank of Canada, number 2024-2, Jan, DOI: 10.34989/san-2024-2.
- Bohan Ma & Yushan Xue & Yuan Lu & Jing Chen, 2023, "Stockformer: A Price-Volume Factor Stock Selection Model Based on Wavelet Transform and Multi-Task Self-Attention Networks," Papers, arXiv.org, number 2401.06139, Nov, revised Jun 2024.
- Dimos Andronoudis & Diogenis Baboukardos & Fanis Tsoligkas, 2024, "How the information content of integrated reporting flows into the stock market," Post-Print, HAL, number hal-04389552, Jan, DOI: 10.1002/ijfe.2721.