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Report NEP-MST-2024-06-10
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:
- Qi Deng & Zhong-guo Zhou, 2024. "Liquidity Jump, Liquidity Diffusion, and Treatment on Wash Trading of Crypto Assets," Papers 2404.07222, arXiv.org, revised May 2024.
- Philippe Bergault & Louis Bertucci & David Bouba & Olivier Gu'eant & Julien Guilbert, 2024. "Price-Aware Automated Market Makers: Models Beyond Brownian Prices and Static Liquidity," Papers 2405.03496, arXiv.org, revised May 2024.
- Alexander Barzykin & Philippe Bergault & Olivier Gu'eant, 2024. "Algorithmic Market Making in Spot Precious Metals," Papers 2404.15478, arXiv.org, revised Aug 2024.
- Alicia Vidler & Toby Walsh, 2024. "Non cooperative Liquidity Games and their application to bond market trading," Papers 2405.02865, arXiv.org.
- Alicia Vidler & Toby Walsh, 2024. "Modelling Opaque Bilateral Market Dynamics in Financial Trading: Insights from a Multi-Agent Simulation Study," Papers 2405.02849, arXiv.org.