Report NEP-MST-2023-07-10

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:

• Hong Guo & Jianwu Lin & Fanlin Huang, 2023. "Market Making with Deep Reinforcement Learning from Limit Order Books," Papers 2305.15821, arXiv.org.
• Shiqi Gong & Shuaiqiang Liu & Danny D. Sun, 2023. "Optimal Market Making in the Chinese Stock Market: A Stochastic Control and Scenario Analysis," Papers 2306.02764, arXiv.org.
• Jason Milionis & Ciamac C. Moallemi & Tim Roughgarden, 2023. "Automated Market Making and Arbitrage Profits in the Presence of Fees," Papers 2305.14604, arXiv.org.
• David Ardia & Keven Bluteau, 2023. "The Role of Twitter in Cryptocurrency Pump-and-Dumps," Papers 2306.02148, arXiv.org.
• Tivas Gupta & Mallesh M Pai & Max Resnick, 2023. "The Centralizing Effects of Private Order Flow on Proposer-Builder Separation," Papers 2305.19150, arXiv.org, revised Oct 2023.