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Report NEP-MST-2019-07-22
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:
- Sida Li & Xin Wang & Mao Ye, 2019, "Who Provides Liquidity, and When?," NBER Working Papers, National Bureau of Economic Research, Inc, number 25972, Jun.
- Othmane Mounjid & Mathieu Rosenbaum & Pamela Saliba, 2019, "From asymptotic properties of general point processes to the ranking of financial agents," Papers, arXiv.org, number 1906.05420, Jun.
- Zihao Zhang & Stefan Zohren & Stephen Roberts, 2019, "Extending Deep Learning Models for Limit Order Books to Quantile Regression," Papers, arXiv.org, number 1906.04404, Jun.
- Justin Birru & Sinan Gokkaya & Xi Liu & René M. Stulz, 2019, "Are Analyst Trade Ideas Valuable?," NBER Working Papers, National Bureau of Economic Research, Inc, number 26062, Jul.
- Mohammad Jahan-Parvar & Filip Zikes, 2019, "When do low-frequency measures really measure transaction costs?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-051, Jul, DOI: 10.17016/FEDS.2019.051.