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Report NEP-MST-2024-05-27
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:
- Xue Dong He & Chen Yang & Yutian Zhou, 2024, "Optimal Design of Automated Market Makers on Decentralized Exchanges," Papers, arXiv.org, number 2404.13291, Apr, revised Nov 2024.
- James T. Wilkinson & Jacob Kelter & John Chen & Uri Wilensky, 2024, "A Network Simulation of OTC Markets with Multiple Agents," Papers, arXiv.org, number 2405.02480, May.
- Xintong Wu & Wanlin Deng & Yutong Quan & Luyao Zhang, 2024, "Trust Dynamics and Market Behavior in Cryptocurrency: A Comparative Study of Centralized and Decentralized Exchanges," Papers, arXiv.org, number 2404.17227, Apr, revised Dec 2024.
- Peng Yifeng, 2024, "Internet sentiment exacerbates intraday overtrading, evidence from A-Share market," Papers, arXiv.org, number 2404.12001, Apr, revised Jul 2024.
- Cecilia Aubrun & Rudy Morel & Michael Benzaquen & Jean-Philippe Bouchaud, 2024, "Riding Wavelets: A Method to Discover New Classes of Price Jumps," Papers, arXiv.org, number 2404.16467, Apr.