Report NEP-MST-2020-05-18

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.

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Other reports in NEP-MST

The following items were announced in this report:

• Shino Takayama, 2020. "Price Manipulation, Dynamic Informed Trading, and the Uniqueness of Equilibrium in Sequential Trading," Discussion Papers Series 621, School of Economics, University of Queensland, Australia.
• Johannes Bleher & Michael Bleher & Thomas Dimpfl, 2020. "From orders to prices: A stochastic description of the limit order book to forecast intraday returns," Papers 2004.11953, arXiv.org, revised May 2021.
• Richard K. Lyons & Ganesh Viswanath-Natraj, 2020. "What Keeps Stablecoins Stable?," NBER Working Papers 27136, National Bureau of Economic Research, Inc.
• Chung-Han Hsieh, 2020. "Generalization of Affine Feedback Stock Trading Results to Include Stop-Loss Orders," Papers 2004.12848, arXiv.org.
• Lei Wu & Kuan Xu & Qingbin Meng, 2020. "Information Flow and Price Discovery Dynamics," Working Papers daleconwp2020-02, Dalhousie University, Department of Economics.
• Levashenko, Antonina (Левашенко, Антонина) & Girich, Maria (Гирич, Мария), 2020. "Elaboration of proposals for the development of electronic trading platforms in the digital economy of Russia [Разработка Предложений По Развитию Электронных Торговых Площадок В Условиях Цифровой Э," Working Papers 032030, Russian Presidential Academy of National Economy and Public Administration.