Printed from https://ideas.repec.org/n/nep-mst/2022-01-24.html
Report NEP-MST-2022-01-24
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.
Other reports in NEP-MST
The following items were announced in this report:
- Julia Ackermann & Thomas Kruse & Mikhail Urusov, 2021. "Self-exciting price impact via negative resilience in stochastic order books," Papers 2112.03789, arXiv.org, revised Jul 2022.
- Yuhan Su & Zeyu Sun & Jiarong Li & Xianghui Yuan, 2021. "The Price Impact of Generalized Order Flow Imbalance," Papers 2112.02947, arXiv.org.
- Andrea Barbon & Angelo Ranaldo, 2021. "On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges," Papers 2112.07386, arXiv.org, revised Sep 2024.
- Alexander Barzykin & Philippe Bergault & Olivier Gu'eant, 2021. "Market making by an FX dealer: tiers, pricing ladders and hedging rates for optimal risk control," Papers 2112.02269, arXiv.org, revised Jun 2023.
- Hong, Jieying & Pouget, Sébastien, 2021. "Liquidity Formation and Preopening Periods in Financial Markets," TSE Working Papers 21-1283, Toulouse School of Economics (TSE).