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Report NEP-MST-2021-02-15
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:
- Xue-Zhong He & Junqing Kang & Xuan Zhou, 2020, "The Fast and the Furious: Exchange Latency and Ever-fast Trading," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 419, Dec.
- Harald Hau & Peter Hoffmann & Sam Langfield & Mr. Yannick Timmer, 2019, "Discriminatory Pricing of Over-the-Counter Derivatives," IMF Working Papers, International Monetary Fund, number 2019/100, May.
- Jean-Pierre Fouque & Sebastian Jaimungal & Yuri F. Saporito, 2021, "Optimal Trading with Signals and Stochastic Price Impact," Papers, arXiv.org, number 2101.10053, Jan, revised Aug 2023.
- Jacob D Leshno & Bary S R Pradelski, 2021, "The importance of memory for price discovery in decentralized markets," Post-Print, HAL, number hal-03100097, Jan, DOI: 10.1016/j.geb.2020.11.002.