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Report NEP-MST-2020-11-23
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:
- Ivan Jericevich & Patrick Chang & Tim Gebbie, 2020, "Comparing the market microstructure between two South African exchanges," Papers, arXiv.org, number 2011.04367, Nov.
- Haeringer, Guillaume & Melton, Hayden, 2020, "High Frequency Fairness," MPRA Paper, University Library of Munich, Germany, number 103907, Oct.
- Tadeu A. Ferreira, 2020, "Reinforced Deep Markov Models With Applications in Automatic Trading," Papers, arXiv.org, number 2011.04391, Nov.
- Brünner, Tobias & Levinsky, Rene, 2020, "Price discovery and gains from trade in asset markets with insider trading," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224618.