Printed from https://ideas.repec.org/n/nep-mst/2024-05-20.html
Report NEP-MST-2024-05-20
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:
- Yifan He & Abootaleb Shirvani & Barret Shao & Svetlozar Rachev & Frank Fabozzi, 2024, "Beyond the Bid-Ask: Strategic Insights into Spread Prediction and the Global Mid-Price Phenomenon," Papers, arXiv.org, number 2404.11722, Apr, revised Oct 2024.
- Michail Anthropelos & Scott Robertson, 2024, "Strategic Informed Trading and the Value of Private Information," Papers, arXiv.org, number 2404.08757, Apr, revised Mar 2025.
- Vincent Glode & Guillermo Ordoñez, 2024, "Technological Progress and Rent Seeking," NBER Working Papers, National Bureau of Economic Research, Inc, number 32359, Apr.
- Angelo Ranaldo & Ganesh Viswanath-Natraj & Junxuan Wang, 2024, "Blockchain Currency Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-29, Apr.
- Erhan Bayraktar & Asaf Cohen & April Nellis, 2024, "DEX Specs: A Mean Field Approach to DeFi Currency Exchanges," Papers, arXiv.org, number 2404.09090, Apr.