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Report NEP-MST-2018-11-19
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:
- Hans Degryse & Rudy de Winne & Carole Gresse & Richard Payne, 2018, "High frequency trading and ghost liquidity," Post-Print, HAL, number hal-01894838, May.
- Arthur le Calvez & Dave Cliff, 2018, "Deep Learning can Replicate Adaptive Traders in a Limit-Order-Book Financial Market," Papers, arXiv.org, number 1811.02880, Nov.
- Rapp, Andreas, 2018, "Essays on corporate bond market liquidity and dealer behavior," Other publications TiSEM, Tilburg University, School of Economics and Management, number a03dad21-8447-4371-a30f-9.
- Singh, Ritvik & Gangwar, Rachna, 2018, "A Temporal Analysis of Intraday Volatility of Nifty Futures on the National Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 89689, Sep.
- Item repec:lam:wpceem:18-21 is not listed on IDEAS anymore