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Report NEP-MST-2018-04-02
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:hal:wpaper:hal-01710301 is not listed on IDEAS anymore
- Mathias Pohl & Alexander Ristig & Walter Schachermayer & Ludovic Tangpi, 2018, "Theoretical and empirical analysis of trading activity," Papers, arXiv.org, number 1803.04892, Mar, revised Oct 2018.
- Venky Venkateswaran & Ariel Zetlin-Jones & Ali Shourideh & Benjamin Lester, 2017, "Market-Making with Search and Private Information," 2017 Meeting Papers, Society for Economic Dynamics, number 1554.
- Rui Fan & Oleksandr Talavera & Vu Tran, 2018, "Social media bots and stock markets," Working Papers, Swansea University, School of Management, number 2018-30, Mar.
- Giuseppe Buccheri & Giacomo Bormetti & Fulvio Corsi & Fabrizio Lillo, 2018, "A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics," Papers, arXiv.org, number 1803.04894, Mar, revised Mar 2019.
- Tetsuji Okazaki, 2016, ""Risks and Returns of Trades: A case of Mitsubishi Corporation in the Prewar Period " (in Japanese)," CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-J-282, Nov.
- Ismael Lemhadri, 2018, "Market impact in a latent order book," Working Papers, HAL, number hal-01711192, Feb.
- Philippe Casgrain & Sebastian Jaimungal, 2018, "Mean Field Games with Partial Information for Algorithmic Trading," Papers, arXiv.org, number 1803.04094, Mar, revised Mar 2019.