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Report NEP-MST-2024-05-13
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:
- Robin Fritsch & Andrea Canidio, 2024. "Measuring Arbitrage Losses and Profitability of AMM Liquidity," Papers 2404.05803, arXiv.org, revised Apr 2024.
- Iota Kaousar Nassr & Eleftheria Kostika & Anastasia Melachrinos, 2024. "Concentration of DeFi’s liquidity: Evidence from Decentralised Exchanges (DEXs) and Automated Market Makers (AMMs)," OECD Working Papers on Finance, Insurance and Private Pensions 49, OECD Publishing.