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Report NEP-MST-2021-03-29
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:
- Jawad Saleemi, 2020, "An estimation of cost-based market liquidity from daily high, low and close prices
[Una estimación de la liquidez de mercado basada en los costes a partir de los precios máximo, mínimo y de cierre]," Post-Print, HAL, number hal-03149324, DOI: 10.46503/VUTL1758. - Thomas Deschatre & Pierre Gruet, 2021, "Electricity intraday price modeling with marked Hawkes processes," Papers, arXiv.org, number 2103.07407, Mar, revised Mar 2021.
- Kuang-Liang Chang & Charles Ka Yui Leung, 2021, "How did the asset markets change after the Global Financial Crisis?," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1124, Mar.
- Boneva, Lena & Islami, Mevlud & Schlepper, Kathi, 2021, "Liquidity in the German corporate bond market: Has the CSPP made a difference?," Discussion Papers, Deutsche Bundesbank, number 08/2021.
- Yuchen Fang & Kan Ren & Weiqing Liu & Dong Zhou & Weinan Zhang & Jiang Bian & Yong Yu & Tie-Yan Liu, 2021, "Universal Trading for Order Execution with Oracle Policy Distillation," Papers, arXiv.org, number 2103.10860, Jan.