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Report NEP-MST-2024-02-26
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:
- Hamza Bodor & Laurent Carlier, 2024, "Stylized Facts and Market Microstructure: An In-Depth Exploration of German Bond Futures Market," Papers, arXiv.org, number 2401.10722, Jan.
- Andrew W. Macpherson, 2024, "Do backrun auctions protect traders?," Papers, arXiv.org, number 2401.08302, Jan.
- Matthias Hafner & Helmut Dietl, 2024, "Impermanent Loss Conditions: An Analysis of Decentralized Exchange Platforms," Papers, arXiv.org, number 2401.07689, Jan, revised Feb 2024.
- Andrew Ye & James Xu & Vidyut Veedgav & Yi Wang & Yifan Yu & Daniel Yan & Ryan Chen & Vipin Chaudhary & Shuai Xu, 2024, "Learning the Market: Sentiment-Based Ensemble Trading Agents," Papers, arXiv.org, number 2402.01441, Feb, revised Nov 2024.