Printed from https://ideas.repec.org/n/nep-mst/2024-04-15.html
Report NEP-MST-2024-04-15
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:
- Aoyagi, Jun & Ip, Wang-Hei & Kawaguchi, Kohei & Kuramoto, Wataru & Tsuchida, Shinya, 2024. "Toxicity-Competitiveness Trade-off in Concentrated Liquidity Provision," SocArXiv dvuxw, Center for Open Science.
- Austin Adams & Ciamac C. Moallemi & Sara Reynolds & Dan Robinson, 2024. "am-AMM: An Auction-Managed Automated Market Maker," Papers 2403.03367, arXiv.org, revised May 2024.
- Degui Li & Oliver Linton & Haoxuan Zhang, 2024. "Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data," Papers 2403.06246, arXiv.org.
- Jiayi Wen & Zixi Ye & Xuan Zhang, 2024. "A New Testing Method for Justification Bias Using High-Frequency Data of Health and Employment," Papers 2403.06368, arXiv.org.