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Report NEP-MST-2018-03-19
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:
- Nicolas Baradel & Bruno Bouchard & David Evangelista & Othmane Mounjid, 2018, "Optimal inventory management and order book modeling," Papers, arXiv.org, number 1802.08135, Feb, revised Nov 2018.
- Teruyoshi Kobayashi & Anna Sapienza & Emilio Ferrara, 2018, "Extracting the multi-timescale activity patterns of online financial markets," Papers, arXiv.org, number 1802.07405, Feb, revised Apr 2018.
- Clapham, Benjamin & Gomber, Peter & Haferkorn, Martin & Panz, Sven, 2017, "Managing excess volatility: Design and effectiveness of circuit breakers," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 195, DOI: 10.2139/ssrn.2910977.