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Report NEP-MST-2019-04-22
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:
- Justin Sirignano & Rama Cont, 2018, "Universal features of price formation in financial markets: perspectives from Deep Learning," Working Papers, HAL, number hal-01754054, Mar.
- Werner, Ingrid M. & Wen, Yuanji & Rindi, Barbara & Buti, Sabrina, 2019, "Tick Size, Trading Strategies and Market Quality," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-03, Feb.
- Yang-Ho Park, 2019, "Information in Yield Spread Trades," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-025, Apr, DOI: 10.17016/FEDS.2019.025.
- Gider, Jasmin & Schmickler, Simon & Westheide, Christian, 2019, "High-frequency trading and price informativeness," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 248, revised 2019, DOI: 10.2139/ssrn.3349653.