Printed from https://ideas.repec.org/n/nep-mst/2023-03-20.html
Report NEP-MST-2023-03-20
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:
- Rama Cont & Pierre Degond & Xuan Lifan, 2023. "A mathematical framework for modelling order book dynamics," Working Papers hal-03968767, HAL.
- Pham, Thu Phuong & Singh, Harminder & Vu, Van Hoang, 2023. "The impact of bank loan announcements on stock liquidity," MPRA Paper 116398, University Library of Munich, Germany.