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Report NEP-MST-2017-07-02
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:
- Item repec:koe:wpaper:1715 is not listed on IDEAS anymore
- Knoll, Julian & Stübinger, Johannes & Grottke, Michael, 2017, "Exploiting social media with higher-order Factorization Machines: Statistical arbitrage on high-frequency data of the S&P 500," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 13/2017.
- Anatoliy Swishchuk, 2017, "General Compound Hawkes Processes in Limit Order Books," Papers, arXiv.org, number 1706.07459, Jun, revised Jun 2017.
- Item repec:dnb:dnbwpp:557 is not listed on IDEAS anymore