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Report NEP-MST-2021-05-10
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:
- Fabrizio Lillo, 2021, "Order flow and price formation," Papers, arXiv.org, number 2105.00521, May.
- Schürhoff, Norman & Dieler, Tobias & Mancini, Loriano, 2021, "(In)efficient repo markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15782, Feb.
- Gehrig, Thomas & Ritzberger, Klaus, 2021, "Intermediation and Price Volatility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15848, Feb.
- Alessio Brini & Daniele Tantari, 2021, "Deep Reinforcement Trading with Predictable Returns," Papers, arXiv.org, number 2104.14683, Apr, revised May 2023.
- Ana Babus & Cecilia Parlatore, 2021, "Strategic Fragmented Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 28729, Apr.
- Johannes Rude Jensen & Mohsen Pourpouneh & Kurt Nielsen & Omri Ross, 2021, "The Homogenous Properties of Automated Market Makers," Papers, arXiv.org, number 2105.02782, Mar.