Printed from https://ideas.repec.org/n/nep-mst/2025-01-20.html
Report NEP-MST-2025-01-20
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:
- Guanlin Li & Xiyan Chen & Yingzheng Liu, 2025, "High-frequency lead-lag relationships in the Chinese stock index futures market: tick-by-tick dynamics of calendar spreads," Papers, arXiv.org, number 2501.03171, Jan.
- Emilio Barucci & Adrien Mathieu & Leandro S'anchez-Betancourt, 2025, "Market Making with Fads, Informed, and Uninformed Traders," Papers, arXiv.org, number 2501.03658, Jan, revised Feb 2025.
- Smolinski, Pawel Robert & Januszewicz, Joseph & Winiarski, Jacek & Pawłowska, Barbara, 2024, "Who Is Winning The Market Game? Market Importance-Performance Analysis As A New Approach For Multi-Product Market Research," OSF Preprints, Center for Open Science, number xa5mh, Nov, DOI: 10.31219/osf.io/xa5mh.
- Bian, Jiangze & Da, Zhi & He, Zhiguo & Lou, Dong & Shue, Kelly & Zhou, Hao, 2024, "The drivers and implications of retail margin trading," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 126110, Jul.