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Report NEP-MST-2017-04-09
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:
- Lilian de Menezes & Marianna Russo & Giovanni Urga, 2016, "Identifying Drivers of Liquidity in the NBP Month-ahead Market," EcoMod2016, EcoMod, number 9570, Jul.
- Ravi Kashyap, 2017, "Microstructure under the Microscope: Tools to Survive and Thrive in The Age of (Too Much) Information," Papers, arXiv.org, number 1703.08812, Mar.
- Charles-Albert Lehalle & Eyal Neuman, 2017, "Incorporating Signals into Optimal Trading," Papers, arXiv.org, number 1704.00847, Apr, revised Jun 2018.
- Item repec:rza:wpaper:672 is not listed on IDEAS anymore