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Report NEP-MST-2024-05-20
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:
- Yifan He & Abootaleb Shirvani & Barret Shao & Svetlozar Rachev & Frank Fabozzi, 2024. "Beyond the Bid-Ask: Strategic Insights into Spread Prediction and the Global Mid-Price Phenomenon," Papers 2404.11722, arXiv.org, revised Oct 2024.
- Michail Anthropelos & Scott Robertson, 2024. "Strategic Informed Trading and the Value of Private Information," Papers 2404.08757, arXiv.org.
- Vincent Glode & Guillermo Ordoñez, 2024. "Technological Progress and Rent Seeking," NBER Working Papers 32359, National Bureau of Economic Research, Inc.
- Angelo Ranaldo & Ganesh Viswanath-Natraj & Junxuan Wang, 2024. "Blockchain Currency Markets," Swiss Finance Institute Research Paper Series 24-29, Swiss Finance Institute.
- Erhan Bayraktar & Asaf Cohen & April Nellis, 2024. "DEX Specs: A Mean Field Approach to DeFi Currency Exchanges," Papers 2404.09090, arXiv.org.