Printed from https://ideas.repec.org/n/nep-mst/2015-11-07.html
Report NEP-MST-2015-11-07
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:
- Claudia Foroni & Pierre Guérin & Massimiliano Marcellino, 2015, "Using low frequency information for predicting high frequency variables," Working Paper, Norges Bank, number 2015/13, Oct.
- Item repec:bor:wpaper:1529 is not listed on IDEAS anymore
- Lim, Kian-Ping & Thian, Tze-Chung & Hooy, Chee-Wooi, 2015, "Corporate Shareholdings and the Liquidity of Malaysian Stocks: Investor Heterogeneity, Trading Account Types and the Underlying Channels," MPRA Paper, University Library of Munich, Germany, number 67602, Jul.
- Enrique Mart'inez-Miranda & Peter McBurney & Matthew J. Howard, 2015, "Learning Unfair Trading: a Market Manipulation Analysis From the Reinforcement Learning Perspective," Papers, arXiv.org, number 1511.00740, Nov.