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Report NEP-MST-2018-05-28
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:
- Rindi, Barbara & Werner, Ingrid M., 2017, "U.S. Tick Size Pilot," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2017-18, Sep.
- Wonse Kim & Sungjae Jun, 2018, "Effects of a Price limit Change on Market Stability at the Intraday Horizon in the Korean Stock Market," Papers, arXiv.org, number 1805.04728, May.
- Ben-David, Itzhak & Franzoni, Francesco & Moussawi, Rabih, 2017, "Exchange Traded Funds (ETFs)," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2016-22, Aug.
- Huiwen Wang & Shan Lu & Jichang Zhao, 2018, "Aggregating multiple types of complex data in stock market prediction: A model-independent framework," Papers, arXiv.org, number 1805.05617, May.