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Report NEP-MST-2018-04-30
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:
- Conall O'Sullivan & Vassilios G. Papavassiliou, 2019, "Measuring and Analyzing Liquidity and Volatility Dynamics in the Euro-Area Government Bond Market," Open Access publications, Research Repository, University College Dublin, number 10197/9299, Jul.
- Acheson, Graeme G. & Coyle, Christopher & Turner, John D., 2018, "Prices and informed trading: Evidence from an early stock market," QUCEH Working Paper Series, Queen's University Belfast, Queen's University Centre for Economic History, number 2018-05.
- Christian Pfister, 2018, "(Real-)Time Is Money," Working papers, Banque de France, number 675.
- Thomas Spooner & John Fearnley & Rahul Savani & Andreas Koukorinis, 2018, "Market Making via Reinforcement Learning," Papers, arXiv.org, number 1804.04216, Apr.