Printed from https://ideas.repec.org/n/nep-mst/2024-10-07.html
Report NEP-MST-2024-10-07
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:
- Zhao, X. & Hong, S. Y. & Linton, O. B., 2024, "Jumps Versus Bursts: Dissection and Origins via a New Endogenous Thresholding Approach," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2449, Sep.
- Nicola Borri & Yukun Liu & Aleh Tsyvinski & Xi Wu, 2024, "Inefficiencies of Carbon Trading Markets," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2403, Jul.
- Gonzalo Bohorquez & John Cartlidge, 2024, "Simulation of Social Media-Driven Bubble Formation in Financial Markets using an Agent-Based Model with Hierarchical Influence Network," Papers, arXiv.org, number 2409.00742, Sep.