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Report NEP-MST-2018-11-12
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:
- Bernales, Alejandro & Garrido, Nicolás & Sagade, Satchit & Valenzuela, Marcela & Westheide, Christian, 2020, "Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 234, revised 2020, DOI: 10.2139/ssrn.3276548.
- Martin D. D. Evans & Peter O'Neill & Dagfinn Rime & Jo Saakvitne, 2018, "Fixing the Fix? Assessing the Effectiveness of the 4pm Fix Benchmark," Working Papers, Georgetown University, Department of Economics, number gueconwpa~18-18-18, Oct.
- Ymir Makinen & Juho Kanniainen & Moncef Gabbouj & Alexandros Iosifidis, 2018, "Forecasting of Jump Arrivals in Stock Prices: New Attention-based Network Architecture using Limit Order Book Data," Papers, arXiv.org, number 1810.10845, Oct.
- Item repec:spo:wpmain:info:hdl:2441/5mqflt6amg8gab4rlqn6sbko4b is not listed on IDEAS anymore
- Julio A. Crego & Jin Huang, 2017, "Early Birds and Second Mice in the Stock Market," Working Papers, CEMFI, number wp2017_1717, Nov.
- Juho Kanniainen & Martin Magris, 2018, "Option market (in)efficiency and implied volatility dynamics after return jumps," Papers, arXiv.org, number 1810.12200, Oct.
- Item repec:cmf:wpaper:wp2018_1715 is not listed on IDEAS anymore