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Report NEP-MST-2024-09-02
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, or Bluesky.
Other reports in NEP-MST
The following items were announced in this report:
- 'Alvaro Cartea & Sebastian Jaimungal & Leandro S'anchez-Betancourt, 2024. "Nash Equilibrium between Brokers and Traders," Papers 2407.10561, arXiv.org, revised Jul 2024.
- Robert McLaughlin & Nir Chemaya & Dingyue Liu & Dahlia Malkhi, 2024. "CLVR Ordering of Transactions on AMMs," Papers 2408.02634, arXiv.org.
- Robert Boyce & Martin Herdegen & Leandro S'anchez-Betancourt, 2024. "Market Making with Exogenous Competition," Papers 2407.17393, arXiv.org.
- Walter Hernandez Cruz & Jiahua Xu & Paolo Tasca & Carlo Campajola, 2024. "No Questions Asked: Effects of Transparency on Stablecoin Liquidity During the Collapse of Silicon Valley Bank," Papers 2407.11716, arXiv.org.