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Report NEP-MST-2019-07-29
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:
- Ke Xu & Martin D. Gould & Sam D. Howison, 2019, "Multi-Level Order-Flow Imbalance in a Limit Order Book," Papers, arXiv.org, number 1907.06230, Jul, revised Oct 2019.
- Rod Garratt & Michael Junho Lee & Antoine Martin & Robert M. Townsend, 2019, "Who Sees the Trades? The Effect of Information on Liquidity in Inter-Dealer Markets," Staff Reports, Federal Reserve Bank of New York, number 892, Jul.
- Suneel Sarswat & Abhishek Kr Singh, 2019, "Formal verification of trading in financial markets," Papers, arXiv.org, number 1907.07885, Jul.
- Souradeep Chakraborty, 2019, "Capturing Financial markets to apply Deep Reinforcement Learning," Papers, arXiv.org, number 1907.04373, Jul, revised Dec 2019.
- Woroniuk, D. & Karam, A. & Jamasb, T., 2019, "European Gas Markets, Trading Hubs, and Price Formation: A Network Perspective," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1964, Jul.
- Vollmer, Teresa & von Cramon-Taubadel, Stephan, 2019, "The influence of Brazilian exports on price transmission processes in the coffee sector: A Markov-switching approach," DARE Discussion Papers, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE), number 1904.