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Report NEP-MST-2022-03-14
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:
- Wolfgang Kuhle, 2021, "On Market Design and Latency Arbitrage," Papers, arXiv.org, number 2202.00127, Dec.
- Eric Budish & Peter Cramton & Albert S. Kyle & Jeongmin Lee & David Malec, 2022, "Flow Trading," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 146, Feb.
- Hafner, C. M., 2022, "Dynamic Autoregressive Liquidity (DArLiQ)," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2214, Feb.
- Jia Wang & Hongwei Zhu & Jiancheng Shen & Yu Cao & Benyuan Liu, 2022, "Dual-CLVSA: a Novel Deep Learning Approach to Predict Financial Markets with Sentiment Measurements," Papers, arXiv.org, number 2202.03158, Jan.