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Report NEP-MST-2019-10-28
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:
- Robert Garrison & Pankaj Jain & Mark Paddrik, 2019, "Cross-Asset Market Order Flow, Liquidity, and Price Discovery," Working Papers, Office of Financial Research, US Department of the Treasury, number 19-04, Oct.
- Degiannakis, Stavros & Filis, George & Siourounis, Grigorios & Trapani, Lorenzo, 2019, "Superkurtosis," MPRA Paper, University Library of Munich, Germany, number 96563, Oct.
- Jan Rosenzweig, 2019, "Conservation Laws in a Limit Order Book," Papers, arXiv.org, number 1910.09202, Oct, revised Dec 2020.