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Report NEP-MST-2023-11-13
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:
- Derick Diana & Tim Gebbie, 2023. "Anomalous diffusion and price impact in the fluid-limit of an order book," Papers 2310.06079, arXiv.org, revised Aug 2024.
- Leilei Shi & Bing Han & Yingzi Zhu & Liyan Han & Yiwen Wang & Yan Piao, 2023. "Market Crowds' Trading Behaviors, Agreement Prices, and the Implications of Trading Volume," Papers 2310.05322, arXiv.org.
- Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2023. "Mental Models of the Stock Market," CESifo Working Paper Series 10691, CESifo.
- Antigoni Polychroniadou & Gilad Asharov & Benjamin Diamond & Tucker Balch & Hans Buehler & Richard Hua & Suwen Gu & Greg Gimler & Manuela Veloso, 2023. "Prime Match: A Privacy-Preserving Inventory Matching System," Papers 2310.09621, arXiv.org.
- Elif Feyza Özcan Kodaz & Serdar Yürek, 2023. "State-Dependency in Price Adjustments: Evidence from Large Shocks," Working Papers 2304, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.