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Report NEP-MST-2019-11-11
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:
- Gao, Ya & Han, Xing & Li, Youwei & Xiong, Xiong, 2019, "Overnight Momentum, Informational Shocks, and Late-Informed Trading in China," MPRA Paper, University Library of Munich, Germany, number 96784, Sep.
- Junming Yang & Yaoqi Li & Xuanyu Chen & Jiahang Cao & Kangkang Jiang, 2019, "Deep Learning for Stock Selection Based on High Frequency Price-Volume Data," Papers, arXiv.org, number 1911.02502, Nov.