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Report NEP-MST-2022-08-29
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:
- Alexander Barzykin & Philippe Bergault & Olivier Gu'eant, 2022. "Dealing with multi-currency inventory risk in FX cash markets," Papers 2207.04100, arXiv.org, revised Oct 2023.
- Ramit Sawhney & Shivam Agarwal & Vivek Mittal & Paolo Rosso & Vikram Nanda & Sudheer Chava, 2022. "Cryptocurrency Bubble Detection: A New Stock Market Dataset, Financial Task & Hyperbolic Models," Papers 2206.06320, arXiv.org.