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Report NEP-MST-2024-06-10
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:
- Qi Deng & Zhong-guo Zhou, 2024, "Liquidity Jump, Liquidity Diffusion, and Treatment on Wash Trading of Crypto Assets," Papers, arXiv.org, number 2404.07222, Mar, revised May 2024.
- Philippe Bergault & Louis Bertucci & David Bouba & Olivier Gu'eant & Julien Guilbert, 2024, "Price-Aware Automated Market Makers: Models Beyond Brownian Prices and Static Liquidity," Papers, arXiv.org, number 2405.03496, May, revised May 2024.
- Alexander Barzykin & Philippe Bergault & Olivier Gu'eant, 2024, "Market Making in Spot Precious Metals," Papers, arXiv.org, number 2404.15478, Apr, revised Jan 2026.
- Alicia Vidler & Toby Walsh, 2024, "Non cooperative Liquidity Games and their application to bond market trading," Papers, arXiv.org, number 2405.02865, May.
- Alicia Vidler & Toby Walsh, 2024, "Modelling Opaque Bilateral Market Dynamics in Financial Trading: Insights from a Multi-Agent Simulation Study," Papers, arXiv.org, number 2405.02849, May.