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Report NEP-MST-2020-12-14
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:
- Matthew Brigida, 2020, "Real-Time Detection of Volatility in Liquidity Provision," Papers, arXiv.org, number 2011.10930, Nov.
- Item repec:spo:wpmain:info:hdl:2441/6ummnc8nko827b2luohnctekk7 is not listed on IDEAS anymore
- Xiao-Yang Liu & Hongyang Yang & Qian Chen & Runjia Zhang & Liuqing Yang & Bowen Xiao & Christina Dan Wang, 2020, "FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance," Papers, arXiv.org, number 2011.09607, Nov, revised Mar 2022.
- Michael J. Fleming & Or Shachar & Peter Van Tassel, 2020, "Treasury Market When-Issued Trading Activity," Liberty Street Economics, Federal Reserve Bank of New York, number 20201130, Nov.