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Report NEP-MST-2021-09-06
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:
- Theissen, Erik & Westheide, Christian, 2021, "Call of duty: Designated market maker participation in call auctions," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 319, DOI: 10.2139/ssrn.3908001.
- Dat Thanh Tran & Juho Kanniainen & Moncef Gabbouj & Alexandros Iosifidis, 2021, "Bilinear Input Normalization for Neural Networks in Financial Forecasting," Papers, arXiv.org, number 2109.00983, Sep.
- Manac, Radu-Dragomir & Banti, Chiara & Kellard, Neil, 2021, "How does standardization affect OTC markets? Evidence from the Small Bang reform in the CDS market," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 30946, Aug.