Printed from https://ideas.repec.org/n/nep-mst/2021-11-22.html
Report NEP-MST-2021-11-22
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:
- Jeremy Turiel & Tomaso Aste, 2021, "Heterogenous criticality in high frequency finance: a phase transition in flash crashes," Papers, arXiv.org, number 2110.13701, Oct, revised Jan 2022.
- M. Eren Akbiyik & Mert Erkul & Killian Kaempf & Vaiva Vasiliauskaite & Nino Antulov-Fantulin, 2021, "Ask "Who", Not "What": Bitcoin Volatility Forecasting with Twitter Data," Papers, arXiv.org, number 2110.14317, Oct, revised Dec 2022.
- Nestoras Chalkidis & Rahul Savani, 2021, "Trading via Selective Classification," Papers, arXiv.org, number 2110.14914, Oct, revised Oct 2021.
- Michael Isichenko, 2021, "Costly Trading," Papers, arXiv.org, number 2110.15239, Oct.