Report NEP-MST-2024-02-19

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:

• Jurkatis, Simon & Schrimpf, Andreas & Todorov, Karamfil & Vause, Nicholas, 2023. "Relationship discounts in corporate bond trading," Bank of England working papers 1049, Bank of England.
• Karol Szafranek & Michał Rubaszek & Gazi Salah Uddin, 2023. "The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets," KAE Working Papers 2023-095, Warsaw School of Economics, Collegium of Economic Analysis.
• Mitra, Manipushpak & Ray, Indrajit & Roy, Souvik, 2024. "A Characterisation of Trading Equilibria in Strategic Market Games," CRETA Online Discussion Paper Series 83, Centre for Research in Economic Theory and its Applications CRETA.
• Vladimir Skavysh & Jacob Sharples & Sofia Priazhkina & Salman H. Hasham, 2024. "Market structure of cryptoasset exchanges: Introduction, challenges and emerging trends," Staff Analytical Notes 2024-2, Bank of Canada.
• Bohan Ma & Yushan Xue & Yuan Lu & Jing Chen, 2023. "Stockformer: A Price-Volume Factor Stock Selection Model Based on Wavelet Transform and Multi-Task Self-Attention Networks," Papers 2401.06139, arXiv.org, revised Jun 2024.
• Dimos Andronoudis & Diogenis Baboukardos & Fanis Tsoligkas, 2024. "How the information content of integrated reporting flows into the stock market," Post-Print hal-04389552, HAL.