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Report NEP-MST-2019-08-19
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:
- Giancarlo Corsetti & Romain Lafarguette & Arnaud Mehl, 2019, "Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market," Discussion Papers, Centre for Macroeconomics (CFM), number 1914, Jul.
- 'Alvaro Cartea & Sebastian Jaimungal & Leandro S'anchez-Betancourt, 2019, "Latency and Liquidity Risk," Papers, arXiv.org, number 1908.03281, Aug.
- Adamantios Ntakaris & Juho Kanniainen & Moncef Gabbouj & Alexandros Iosifidis, 2019, "Mid-price Prediction Based on Machine Learning Methods with Technical and Quantitative Indicators," Papers, arXiv.org, number 1907.09452, Jul.
- Marco Di Maggio & Mark L. Egan & Francesco Franzoni, 2019, "The Value of Intermediation in the Stock Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 26147, Aug.
- David Mallaburn & Matt Roberts-Sklar & Laura Silvestri, 2019, "Resilience of trading networks: evidence from the sterling corporate bond market," Bank of England working papers, Bank of England, number 813, Aug.
- Chung-Han Hsieh & B. Ross Barmish & John A. Gubner, 2019, "The Impact of Execution Delay on Kelly-Based Stock Trading: High-Frequency Versus Buy and Hold," Papers, arXiv.org, number 1907.08771, Jul.
- Camilleri, Silvio John & Galea, Francelle, 2019, "The Determinants of Securities Trading Activity: Evidence from four European Equity Markets," MPRA Paper, University Library of Munich, Germany, number 95298.