Printed from https://ideas.repec.org/n/nep-mst/2024-07-29.html
Report NEP-MST-2024-07-29
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:
- H. Peter Boswijk & Jun Yu & Yang Zu, 2024, "Testing for an Explosive Bubble using High-Frequency Volatility," Working Papers, University of Macau, Faculty of Business Administration, number 202402, Jun.
- Alexander Barzykin & Robert Boyce & Eyal Neuman, 2024, "Unwinding Toxic Flow with Partial Information," Papers, arXiv.org, number 2407.04510, Jul.
- Arnold, Lutz & Russ, David, 2024, "Listening to the noise: On price efficiency with dynamic trading," Discussion Papers, Deutsche Bundesbank, number 19/2024.
- Johannes Muhle-Karbe & Eyal Neuman & Yonatan Shadmi, 2024, "Fluid-Limits of Fragmented Limit-Order Markets," Papers, arXiv.org, number 2407.04354, Jul.