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Report NEP-MST-2024-07-08
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:
- Gorkem Bostanci & Guillermo Ordoñez, 2024, "Business, Liquidity, and Information Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 32501, May.
- Michail Anthropelos & Constantinos Stefanakis, 2024, "Continuous-time Equilibrium Returns in Markets with Price Impact and Transaction Costs," Papers, arXiv.org, number 2405.14418, May.
- Ken Armstrong & Leslie Conner Warren & Asani Sarkar, 2024, "Do Exchange‑Traded Products Improve Bitcoin Trading?," Liberty Street Economics, Federal Reserve Bank of New York, number 20240528, May.
- Hongshen Yang & Avinash Malik, 2024, "Optimal market-neutral currency trading on the cryptocurrency platform," Papers, arXiv.org, number 2405.15461, May, revised Aug 2024.
- Prajwal Naga & Dinesh Balivada & Sharath Chandra Nirmala & Poornoday Tiruveedi, 2024, "Decision Trees for Intuitive Intraday Trading Strategies," Papers, arXiv.org, number 2405.13959, May.