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Report NEP-MST-2021-12-13
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:
- Li, Wenhui & Ockenfels, Peter & Wilde, Christian, 2021, "The effect of ambiguity on price formation and trading behavior in financial markets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 326, DOI: 10.2139/ssrn.3963688.
- Vaiva Vasiliauskaite & Fabrizio Lillo & Nino Antulov-Fantulin, 2021, "Information dynamics of price and liquidity around the 2017 Bitcoin markets crash," Papers, arXiv.org, number 2111.09057, Nov.
- Marco Cipriani & Antonio Guarino & Andreas Uthemann, 2021, "Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation," Staff Reports, Federal Reserve Bank of New York, number 993, Dec.
- Xiao-Yang Liu & Hongyang Yang & Jiechao Gao & Christina Dan Wang, 2021, "FinRL: Deep Reinforcement Learning Framework to Automate Trading in Quantitative Finance," Papers, arXiv.org, number 2111.09395, Nov.