Printed from https://ideas.repec.org/n/nep-mst/2018-07-30.html
Report NEP-MST-2018-07-30
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:
- Lijian Wei & Xiong Xiong & Wei Zhang & Xue-Zhong He & Yongjie Zhang, 2017, "The effect of genetic algorithm learning with a classifier system in limit order markets," Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2017-3, Jan.
- Taiga Saito & Akihiko Takahashi, 2018, "Online Supplement for "Stochastic Differential Game in High Frequency Market"," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1087, May.
- Tom Auld & Oliver Linton, 2018, "The behaviour of betting and currency markets on the night of the EU referendum," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP01/18, Jan.
- Oomen, Roel, 2017, "Last look," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 68811.
- Oliver Linton & Soheil Mahmoodzadeh, 2018, "Implications of high-frequency trading for security markets," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP06/18, Jan.
- Apesteguia, Jose & Oechssler, Jörg & Weidenholzer, Simon, 2018, "Copy Trading," Working Papers, University of Heidelberg, Department of Economics, number 0649, Jun.