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Report NEP-MST-2018-07-09
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:
- Roberto Dieci & Xue-Zhong He, 2018, "Heterogeneous Agent Models in Finance," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 389, Jan.
- Xiaofei Lu & Fr'ed'eric Abergel, 2018, "Order-book modelling and market making strategies," Papers, arXiv.org, number 1806.05101, Jun.
- Sheikh Rabiul Islam & Sheikh Khaled Ghafoor & William Eberle, 2018, "Mining Illegal Insider Trading of Stocks: A Proactive Approach," Papers, arXiv.org, number 1807.00939, Jul, revised Nov 2018.
- Alvaro Cartea & Sebastian Jaimungal & Jamie Walton, 2018, "Foreign Exchange Markets with Last Look," Papers, arXiv.org, number 1806.04460, Jun.