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Report NEP-MST-2020-11-02
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:
- Pelizzon, Loriana & Sagade, Satchit & Vozian, Katia, 2020, "Resiliency: Cross-venue dynamics with Hawkes processes," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 291, DOI: 10.2139/ssrn.3711976.
- Gurgul, Henryk & Mitterer, Christoph & Wójtowicz, Tomasz, 2020, "The impact of US macroeconomic news on the prices of single stocks on the Vienna Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 103352, Oct.
- Yaser Faghan & Nancirose Piazza & Vahid Behzadan & Ali Fathi, 2020, "Adversarial Attacks on Deep Algorithmic Trading Policies," Papers, arXiv.org, number 2010.11388, Oct.
- Metod Jazbec & Barna P'asztor & Felix Faltings & Nino Antulov-Fantulin & Petter N. Kolm, 2020, "On the impact of publicly available news and information transfer to financial markets," Papers, arXiv.org, number 2010.12002, Oct.
- Holtemöller, Oliver & Kriwoluzky, Alexander & Kwak, Boreum, 2024, "Is there an information channel of monetary policy?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 17/2020, revised 2024.