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Report NEP-MST-2021-05-03
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:
- Micha{l} Narajewski & Florian Ziel, 2021, "Optimal bidding in hourly and quarter-hourly electricity price auctions: trading large volumes of power with market impact and transaction costs," Papers, arXiv.org, number 2104.14204, Apr, revised Feb 2022.
- David Russ, 2020, "Multidimensional Noise and Non-Fundamental Information Diversity," Working Papers, Bavarian Graduate Program in Economics (BGPE), number 201, Dec.