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Report NEP-MST-2022-01-10
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:
- Michele Vodret & Iacopo Mastromatteo & Bence T'oth & Michael Benzaquen, 2021, "Do fundamentals shape the price response? A critical assessment of linear impact models," Papers, arXiv.org, number 2112.04245, Dec.
- Bulent Guler & Volodymyr Lugovskyy & Daniela Puzzello & Steven Tucker, 2021, "Trading Institutions in Experimental Asset Markets: Theory and Evidence," Working Papers in Economics, University of Waikato, number 21/15, Dec.
- Peng Zhou & Jingling Tang, 2021, "Improved Method of Stock Trading under Reinforcement Learning Based on DRQN and Sentiment Indicators ARBR," Papers, arXiv.org, number 2111.15356, Nov.