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Report NEP-MST-2021-05-17
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:
- Zhishun Wang & Wei Lu & Kaixin Zhang & Tianhao Li & Zixi Zhao, 2021, "A parallel-network continuous quantitative trading model with GARCH and PPO," Papers, arXiv.org, number 2105.03625, May, revised May 2021.
- Abdi, Farshid & Kormanyos, Emily & Pelizzon, Loriana & Getmansky, Mila & Simon, Zorka, 2021, "Market impact of government communication: The case of presidential tweets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 314, revised 2021, DOI: 10.2139/ssrn.3840203.