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Report NEP-MST-2019-03-11
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:
- Nicholas Murphy & Tim Gebbie, 2019, "Learning the dynamics of technical trading strategies," Papers, arXiv.org, number 1903.02228, Mar, revised Dec 2019.
- Item repec:inu:caeprp:2019001 is not listed on IDEAS anymore
- Jamshid Ardalankia & Mohammad Osoolian & Emmanuel Haven & G. Reza Jafari, 2019, "Scaling Features of Price-Volume Cross-Correlation," Papers, arXiv.org, number 1903.01744, Mar, revised Aug 2020.
- Michael Greinecker & Christoph Kuzmics, 2019, "Limit Orders under Knightian Uncertainty," Graz Economics Papers, University of Graz, Department of Economics, number 2019-03, Mar.
- L. Ingber, 2020, "Developing bid-ask probabilities for high-frequency trading," Lester Ingber Papers, Lester Ingber, number 19db.