Printed from https://ideas.repec.org/n/nep-mst/2024-05-27.html
Report NEP-MST-2024-05-27
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:
- Xue Dong He & Chen Yang & Yutian Zhou, 2024. "Liquidity Pool Design on Automated Market Makers," Papers 2404.13291, arXiv.org.
- James T. Wilkinson & Jacob Kelter & John Chen & Uri Wilensky, 2024. "A Network Simulation of OTC Markets with Multiple Agents," Papers 2405.02480, arXiv.org.
- Xintong Wu & Wanling Deng & Yuotng Quan & Luyao Zhang, 2024. "Trust Dynamics and Market Behavior in Cryptocurrency: A Comparative Study of Centralized and Decentralized Exchanges," Papers 2404.17227, arXiv.org.
- Peng Yifeng, 2024. "Internet sentiment exacerbates intraday overtrading, evidence from A-Share market," Papers 2404.12001, arXiv.org, revised Jul 2024.
- Cecilia Aubrun & Rudy Morel & Michael Benzaquen & Jean-Philippe Bouchaud, 2024. "Riding Wavelets: A Method to Discover New Classes of Price Jumps," Papers 2404.16467, arXiv.org.