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Report NEP-MST-2020-08-10
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:
- Trent Spears & Stefan Zohren & Stephen Roberts, 2020, "Investment sizing with deep learning prediction uncertainties for high-frequency Eurodollar futures trading," Papers, arXiv.org, number 2007.15982, Jul.
- FUKUMA Noritaka & KADOGAWA Yoichi, 2020, "An Overview of Algorithmic Trading in Foreign Exchange Markets and Its Impacts on Market Liquidity," Bank of Japan Review Series, Bank of Japan, number 20-E-5, Aug.
- Daniel Barth & Jay Kahn, 2020, "Basis Trades and Treasury Market Illiquidity," Briefs, Office of Financial Research, US Department of the Treasury, number 20-01, Jul.
- Anouk Faure & Marc Baudry & Simon Quemin, 2020, "Emissions Trading with Transaction Costs," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2020-19.