Printed from https://ideas.repec.org/n/nep-mst/2023-03-06.html
Report NEP-MST-2023-03-06
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:
- Rama Cont & Pierre Degond & Lifan Xuan, 2023. "A mathematical framework for modelling order book dynamics," Papers 2302.01169, arXiv.org.
- Item repec:gla:glaewp:2023-03 is not listed on IDEAS anymore
- Jonathan A. Ch'avez-Casillas, 2023. "A time-dependent Markovian model of a limit order book," Papers 2302.00846, arXiv.org.
- Wei Dai & Mamdouh Medhat & Robert Novy-Marx & Savina Rizova, 2023. "Reversals and the Returns to Liquidity Provision," NBER Working Papers 30917, National Bureau of Economic Research, Inc.