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Report NEP-MST-2023-07-24
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:
- Nimalendran, Mahendrarajah & Rzayev, Khaladdin & Sagade, Satchit, 2022. "High-frequency trading in the stock market and the costs of option market making," LSE Research Online Documents on Economics 118885, London School of Economics and Political Science, LSE Library.
- Pinter, Gabor & Uslu, Semih, 2023. "Price formation in markets with trading delays," Bank of England working papers 1023, Bank of England.
- Pinter, Gabor, 2023. "An anatomy of the 2022 gilt market crisis," Bank of England working papers 1019, Bank of England.
- Baranova, Yuliya & Holbrook, Eleanor & MacDonald, David & Rawstorne, William & Vause, Nicholas & Waddington, Georgia, 2023. "The potential impact of broader central clearing on dealer balance sheet capacity: a case study of UK gilt and gilt repo markets," Bank of England working papers 1026, Bank of England.
- Jin Hyuk Choi & Jetlir Duraj & Kim Weston, 2023. "A multi-agent targeted trading equilibrium with transaction costs," Papers 2306.08519, arXiv.org.
- Alex Kim & Maximilian Muhn & Valeri Nikolaev, 2023. "Bloated Disclosures: Can ChatGPT Help Investors Process Information?," Papers 2306.10224, arXiv.org, revised Feb 2024.
- David B Colwell & David Feldman & Wei Hu & Monique Pontier, 2023. "Information, Insider Trading, Executive Reload Stock Options, Incentives, and Regulation," Working Papers hal-04116818, HAL.