[2026-08-14 Fri (UTC), no new articles found for q-finTR Trading and Market Microstructure]

[2026-08-13 Thu (UTC), no new articles found for q-finTR Trading and Market Microstructure]

[2026-08-12 Wed (UTC), no new articles found for q-finTR Trading and Market Microstructure]

Donghwa Seo, Doohwi Cha, Seunghan Son, Juyeong Lee, Minjae Lee, Minsuk Sung: When Cross-Venue Agreement Is Not Price Discovery: Disclosure Frontiers for 24/7 Equity-Perpetual Oracles https://arxiv.org/abs/2608.09188 https://arxiv.org/pdf/2608.09188 https://arxiv.org/html/2608.09188

Peter Cotton: On a Simple Relationship Between Order Imbalance, Skew and Width in Over-The-Counter Trading https://arxiv.org/abs/2608.07690 https://arxiv.org/pdf/2608.07690 https://arxiv.org/html/2608.07690

[2026-08-11 Tue (UTC), 2 new articles found for q-finTR Trading and Market Microstructure]

[2026-08-10 Mon (UTC), no new articles found for q-finTR Trading and Market Microstructure]

Alex Chen, Maria Hybinette: Velocity- and Regime-Aware Detection of Intraday Options Market Manipulation, with Explainable Attribution https://arxiv.org/abs/2608.05373 https://arxiv.org/pdf/2608.05373 https://arxiv.org/html/2608.05373

[2026-08-07 Fri (UTC), 1 new article found for q-finTR Trading and Market Microstructure]

Daojing Zhai: Public Trader Identity: Adverse Selection and Return Predictability https://arxiv.org/abs/2608.04373 https://arxiv.org/pdf/2608.04373 https://arxiv.org/html/2608.04373

[2026-08-06 Thu (UTC), 1 new article found for q-finTR Trading and Market Microstructure]

Zachary Feinstein, Ionut Florescu, Sean O'Leary: Mandate without Managers: Automated Market Makers as Verifiable Portfolio Products https://arxiv.org/abs/2608.02917 https://arxiv.org/pdf/2608.02917 https://arxiv.org/html/2608.02917

[2026-08-05 Wed (UTC), 1 new article found for q-finTR Trading and Market Microstructure]

Yuki Sato, Shunta Fujiwara, Kiyoshi Kanazawa: Exactly solvable model for the diffusive price-dynamics paradox under long-range correlated market-order flow https://arxiv.org/abs/2608.00988 https://arxiv.org/pdf/2608.00988 https://arxiv.org/html/2608.00988

Lucas Rabechini Amaral: Optimal Trading of Microstructure Mean Reversion https://arxiv.org/abs/2608.00885 https://arxiv.org/pdf/2608.00885 https://arxiv.org/html/2608.00885

Maksym Nechepurenko: Axient: On-Chain Credit and Loss Allocation for Leveraged Event Markets: A Venue-Agnostic Protocol for Traders, Credit Providers, Market Makers, and Liquidation Backstops https://arxiv.org/abs/2608.00647 https://arxiv.org/pdf/2608.00647 https://arxiv.org/html/2608.00647

Maksym Nechepurenko: Axient: Debt-Free Finality for Leveraged Binary Event Markets https://arxiv.org/abs/2608.00631 https://arxiv.org/pdf/2608.00631 https://arxiv.org/html/2608.00631

[2026-08-04 Tue (UTC), 4 new articles found for q-finTR Trading and Market Microstructure]

[2026-08-03 Mon (UTC), no new articles found for q-finTR Trading and Market Microstructure]

Alexander Barzykin, Robert Boyce, Eyal Neuman, Sturmius Tuschmann: Optimal Execution with Passive Market Impact https://arxiv.org/abs/2607.28323 https://arxiv.org/pdf/2607.28323 https://arxiv.org/html/2607.28323

[2026-07-31 Fri (UTC), 1 new article found for q-finTR Trading and Market Microstructure]

Jiahao Weng: Herding, Momentum, and Reversal in China's A-Share Market: An Agent-Based Network Model with Information Diffusion https://arxiv.org/abs/2607.27063 https://arxiv.org/pdf/2607.27063 https://arxiv.org/html/2607.27063

Reina Ke Xin Li, Andreas Park, Andreas Veneris, Srisht Fateh Singh: Multi-Currency AMMs for Decentralized FOREX Markets: Feasibility & Optimal Design https://arxiv.org/abs/2607.26405 https://arxiv.org/pdf/2607.26405 https://arxiv.org/html/2607.26405

Gregory Young: OpenMarket: A Synchronized Polymarket-Binance Dataset for High-Frequency Prediction-Market Research https://arxiv.org/abs/2607.26245 https://arxiv.org/pdf/2607.26245 https://arxiv.org/html/2607.26245

[2026-07-30 Thu (UTC), 3 new articles found for q-finTR Trading and Market Microstructure]

[2026-07-29 Wed (UTC), no new articles found for q-finTR Trading and Market Microstructure]

[2026-07-28 Tue (UTC), no new articles found for q-finTR Trading and Market Microstructure]

[2026-07-27 Mon (UTC), no new articles found for q-finTR Trading and Market Microstructure]

Weiye Xi, Ciamac C. Moallemi: Quantifying Sub-Optimality in Routing for Automated Market Makers https://arxiv.org/abs/2607.20762 https://arxiv.org/pdf/2607.20762 https://arxiv.org/html/2607.20762

[2026-07-24 Fri (UTC), 1 new article found for q-finTR Trading and Market Microstructure]