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Report NEP-MST-2018-10-29
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:
- Olivier Gu'eant & Jiang Pu, 2018, "Mid-price estimation for European corporate bonds: a particle filtering approach," Papers, arXiv.org, number 1810.05884, Oct, revised Mar 2019.
- Gianluca Marcato, 2018, "Liquidity Pricing of Illiquid Assets," ERES, European Real Estate Society (ERES), number eres2018_215, Jan.