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Report NEP-MST-2024-11-04
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:
- Konark Jain & Jean-Franc{c}ois Muzy & Jonathan Kochems & Emmanuel Bacry, 2024, "No Tick-Size Too Small: A General Method for Modelling Small Tick Limit Order Books," Papers, arXiv.org, number 2410.08744, Oct, revised Aug 2025.
- Cong Zhou, 2024, "The Impact of Designated Market Makers on Market Liquidity and Competition: A Simulation Approach," Papers, arXiv.org, number 2409.16589, Sep.
- Xing Huang & Philippe Jorion & Jeongmin Lee & Christopher Schwarz, 2024, "Who is Minding the Store? Order Routing and Competition in Retail Trade Execution," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-080, Sep, DOI: 10.17016/FEDS.2024.080.
- Franz Ostrizek & Elia Sartori, 2024, "The Noise is in The Mind: Existence of Trading Equilibria with Transparent Prices," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 730, Jul.